A generalized least absolute deviation method for parameter estimation of autoregressive signals.
This paper proposes a generalized least absolute deviation (GLAD) method for parameter estimation of autoregressive (AR) signals under non-Gaussian noise environments. The proposed GLAD method can improve the accuracy of the estimation of the conventional least absolute deviation (LAD) method by minimizing a new cost function with parameter variables and noise error variables. Compared with second- and high-order statistical methods, the proposed GLAD method can obtain robustly an optimal AR parameter estimation without requiring the measurement noise to be Gaussian. Moreover, the proposed GLAD method can be implemented by a cooperative neural network (NN) which is shown to converge globally to the optimal AR parameter estimation within a finite time. Simulation results show that the proposed GLAD method can obtain more accurate estimates than several well-known estimation methods in the presence of different noise distributions.
Xia
Youshen
Y
College of Mathematics and Computer Science, Fuzhou University, Fuzhou, China. ysxia2001@yahoo.com
Kamel
Mohammed S
MS
D000465:Algorithms; D005246:Feedback; D006801:Humans; D007858:Learning / Q000502:physiology*; D015233:Models, Statistical; D016571:Neural Networks, Computer; D017711:Nonlinear Dynamics; D012815:Signal Processing, Computer-Assisted