TITLE: Adaptive Filtering for Non-Gaussian Processes

AUTHOR: Preben Kidmose
Department of Mathematical Modelling, Building 321
Technical University of Denmark, DK-2800 Lyngby, Denmark
email: pk@imm.dtu.dk
www: http://www.imm.dtu.dk

ABSTRACT:

A new stochastic gradient robust filtering method, based on a non-linear amplitude transformation, is proposed. The method requires no a priori knowledge of the characteristics of the input signals and it is insensitive to the signals distribution and to the stationarity of the signals.

A simulation study, applying both synthetic and real-world signals, shows that the proposed method has overall better robustness performance, in terms of modeling error, compared with state-of-the-art robust filtering methods. A remarkable property of the proposed method is that it can handle double-talk in the acoustical echo-cancellation problem.

Appears in Proc. of ICASSP2000, Istanbul, Turkey, June 5-9, 2000.