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Article: A new robust Kalman filter-based subspace tracking algorithm in an impulsive noise environment
Title | A new robust Kalman filter-based subspace tracking algorithm in an impulsive noise environment |
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Authors | |
Keywords | Impulsive noise Kalman filter Kalman filter with variable number of measurements (KFVNM) least squares projection approximation subspace tracking (PAST) |
Issue Date | 2010 |
Publisher | IEEE. |
Citation | Ieee Transactions On Circuits And Systems Ii: Express Briefs, 2010, v. 57 n. 9, p. 740-744 How to Cite? |
Abstract | The conventional projection approximation subspace tracking (PAST) algorithm is based on the recursive least-squares algorithm, and its performance will degrade considerably when the subspace rapidly changes and the additive noise is impulsive. This brief proposes a new robust Kalman filter-based subspace tracking algorithm to overcome these two limitations of the PAST algorithm. It is based on a new extension of the adaptive Kalman filter with variable number of measurements (KFVNM) for tracking fast-varying subspace. Furthermore, M-estimation is incorporated into this KFVNM algorithm to combat the adverse effects of impulsive noise. Simulation results show that the robust KFVNM-based subspace tracking algorithm has a better performance than the PAST algorithm for tracking fast-varying subspace and in an impulsive noise environment. © 2010 IEEE. |
Persistent Identifier | http://hdl.handle.net/10722/124680 |
ISSN | 2023 Impact Factor: 4.0 2023 SCImago Journal Rankings: 1.523 |
ISI Accession Number ID | |
References |
DC Field | Value | Language |
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dc.contributor.author | Liao, B | en_HK |
dc.contributor.author | Zhang, ZG | en_HK |
dc.contributor.author | Chan, SC | en_HK |
dc.date.accessioned | 2010-10-31T10:48:09Z | - |
dc.date.available | 2010-10-31T10:48:09Z | - |
dc.date.issued | 2010 | en_HK |
dc.identifier.citation | Ieee Transactions On Circuits And Systems Ii: Express Briefs, 2010, v. 57 n. 9, p. 740-744 | en_HK |
dc.identifier.issn | 1549-7747 | en_HK |
dc.identifier.uri | http://hdl.handle.net/10722/124680 | - |
dc.description.abstract | The conventional projection approximation subspace tracking (PAST) algorithm is based on the recursive least-squares algorithm, and its performance will degrade considerably when the subspace rapidly changes and the additive noise is impulsive. This brief proposes a new robust Kalman filter-based subspace tracking algorithm to overcome these two limitations of the PAST algorithm. It is based on a new extension of the adaptive Kalman filter with variable number of measurements (KFVNM) for tracking fast-varying subspace. Furthermore, M-estimation is incorporated into this KFVNM algorithm to combat the adverse effects of impulsive noise. Simulation results show that the robust KFVNM-based subspace tracking algorithm has a better performance than the PAST algorithm for tracking fast-varying subspace and in an impulsive noise environment. © 2010 IEEE. | en_HK |
dc.language | eng | en_HK |
dc.publisher | IEEE. | - |
dc.relation.ispartof | IEEE Transactions on Circuits and Systems II: Express Briefs | en_HK |
dc.rights | ©2010 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE. | - |
dc.subject | Impulsive noise | en_HK |
dc.subject | Kalman filter | en_HK |
dc.subject | Kalman filter with variable number of measurements (KFVNM) | en_HK |
dc.subject | least squares | en_HK |
dc.subject | projection approximation subspace tracking (PAST) | en_HK |
dc.title | A new robust Kalman filter-based subspace tracking algorithm in an impulsive noise environment | en_HK |
dc.type | Article | en_HK |
dc.identifier.openurl | http://library.hku.hk:4550/resserv?sid=HKU:IR&issn=1549-7747&volume=57&issue=9&spage=740&epage=744&date=2010&atitle=A+new+robust+Kalman+filter-based+subspace+tracking+algorithm+in+an+impulsive+noise+environment | - |
dc.identifier.email | Zhang, ZG:zgzhang@eee.hku.hk | en_HK |
dc.identifier.email | Chan, SC:scchan@eee.hku.hk | en_HK |
dc.identifier.authority | Zhang, ZG=rp01565 | en_HK |
dc.identifier.authority | Chan, SC=rp00094 | en_HK |
dc.description.nature | published_or_final_version | - |
dc.identifier.doi | 10.1109/TCSII.2010.2056414 | en_HK |
dc.identifier.scopus | eid_2-s2.0-77956671139 | en_HK |
dc.identifier.hkuros | 174335 | en_HK |
dc.relation.references | http://www.scopus.com/mlt/select.url?eid=2-s2.0-77956671139&selection=ref&src=s&origin=recordpage | en_HK |
dc.identifier.volume | 57 | en_HK |
dc.identifier.issue | 9 | en_HK |
dc.identifier.spage | 740 | en_HK |
dc.identifier.epage | 744 | en_HK |
dc.identifier.isi | WOS:000283267100017 | - |
dc.publisher.place | United States | en_HK |
dc.identifier.scopusauthorid | Liao, B=44661377800 | en_HK |
dc.identifier.scopusauthorid | Zhang, ZG=8597618700 | en_HK |
dc.identifier.scopusauthorid | Chan, SC=13310287100 | en_HK |
dc.identifier.issnl | 1549-7747 | - |