The invention discloses a self-adaptive filtering method and
system based on a generalized maximum asymmetric
correlation entropy criterion, and the method comprises the steps: 1, carrying out the modeling of an input
time sequence signal based on an autoregression model, enabling the input
signal to pass through a filter, obtaining an output
signal, taking the output signal as a predicted value of the signal at the moment, and carrying out the calculation of the predicted value; obtaining a prediction error of the autoregression model according to the prediction value; 2, according to the prediction error of the autoregression model, constructing an objective function based on a generalized maximum asymmetric
correlation entropy criterion, and calculating the loss corresponding to the prediction error; 3, according to the prediction error loss, a
gradient descent method is adopted to obtain a filter parameter updating expression, and the filter parameters are updated in real time; 4, the robustness of the
adaptive filter under the asymmetric and non-
Gaussian noise is analyzed; and 5, carrying out steady-state performance analysis and
verification on the
adaptive filter. According to the method, the robustness, the performance and the
adaptive capacity of the
adaptive filter under the non-
Gaussian noise can be effectively improved.