A Robust Set-membership Affine Projection Algorithm Based on Outlier Estimation Method

This paper describes an improved set-membership affine projection algorithm by combing the median absolute deviation (MAD) technique and set-membership affine projection (SMAP) algorithm. The quality of given data is usually closely related to the robustness of employed algorithm, in particular, the time series outliers can affect the convergence speed of employed approach. In this paper, the MAD method and SMAP algorithm are applied to eliminate the outliers of given time sequence and data selective adaptive filtering, respectively, and the convergence radius magnitude analysis and spatial structure of generalized algorithm update process of proposed approach are provided. Numerical simulation is given to illustrative the effectiveness of proposed approach.

[1]  Shirish Nagaraj,et al.  Set-membership filtering and a set-membership normalized LMS algorithm with an adaptive step size , 1998, IEEE Signal Processing Letters.

[2]  J. Deller Set membership identification in digital signal processing , 1989, IEEE ASSP Magazine.

[3]  Y. F. Huang,et al.  On the value of information in system identification - Bounded noise case , 1982, Autom..

[4]  D. Ruppert Statistics and Data Analysis for Financial Engineering , 2010 .

[5]  P. Diniz,et al.  Set-membership affine projection algorithm , 2001, IEEE Signal Processing Letters.

[6]  Juraci Ferreira Galdino,et al.  A set-membership NLMS algorithm with time-varying error bound , 2006, 2006 IEEE International Symposium on Circuits and Systems.

[7]  Paulo S. R. Diniz,et al.  Adaptive Filtering: Algorithms and Practical Implementation , 1997 .

[8]  David P. Allen,et al.  A frequency domain Hampel filter for blind rejection of sinusoidal interference from electromyograms , 2009, Journal of Neuroscience Methods.

[9]  Stefan Werner,et al.  Set-membership affine projection algorithm with variable data-reuse factor , 2006, 2006 IEEE International Symposium on Circuits and Systems.

[10]  Yi Huang,et al.  Least trace extended set-membership filter , 2010, Science China Information Sciences.

[11]  J. P. Park The Identification Of Multiple Outliers , 2000 .

[12]  Wei-Min Shen,et al.  Data Preprocessing and Intelligent Data Analysis , 1997, Intell. Data Anal..

[13]  Ronald K. Pearson,et al.  Outliers in process modeling and identification , 2002, IEEE Trans. Control. Syst. Technol..

[14]  Subbarayan Pasupathy,et al.  Application of Kalman filtering to real-time preprocessing of geophysical data , 1992, IEEE Trans. Geosci. Remote. Sens..

[15]  Stephen P. Boyd,et al.  Set-membership identification of systems with parametric and nonparametric uncertainty , 1992 .