A novel adaptive lattice filtering algorithm for alpha-stable processes

This paper generalizes Burg's formula to be suitable for alpha-stable distribution and proposes a novel adaptive lattice algorithm for adaptive parameter estimation of alpha-stable AR processes. The performance is compared to that of other algorithms with lattice structure for alpha-stable AR processes for different α parameter. Simulations studies indicate that the proposed algorithm shows superior convergence speed over existing well-known lattice algorithms in parameter estimation of alpha-stable processes.