On some parameter estimation problems in alpha-stable processes

被引:0
作者
Swami, A
机构
来源
1997 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING, VOLS I - V: VOL I: PLENARY, EXPERT SUMMARIES, SPECIAL, AUDIO, UNDERWATER ACOUSTICS, VLSI; VOL II: SPEECH PROCESSING; VOL III: SPEECH PROCESSING, DIGITAL SIGNAL PROCESSING; VOL IV: MULTIDIMENSIONAL SIGNAL PROCESSING, NEURAL NETWORKS - VOL V: STATISTICAL SIGNAL AND ARRAY PROCESSING, APPLICATIONS | 1997年
关键词
D O I
暂无
中图分类号
O42 [声学];
学科分类号
070206 ; 082403 ;
摘要
Current algorithms for estimating the parameters of a symmetric alpha-stable ARMA process are either highly non-linear, or assume small MA orders (q less than or equal to 3), or invoke the minimum-phase assumption. We use results from the statistics literature to show that the normalized correlation is well-defined; we show that the normalized cumulants are also well-behaved. We propose to use the correlation to estimate the spectrally-equivalent minimum-phase (SEMP) parameters, and then to use the cumulants to resolve the phase of the model. We also show that correlation-based techniques (such as ESPRIT) work well for estimating the parameters of harmonics observed in alpha-stable noise. Correlation-based algorithms are shown to work well despite the infinite variance of the alpha-stable process.
引用
收藏
页码:3541 / 3544
页数:4
相关论文
共 50 条
[41]   DMCE-FrPSD-Based Parameter Estimation Method for Bistatic MIMO Radar Under Alpha-Stable Distributed Noise [J].
Dai, Jiang'an ;
Qiu, Tianshuang ;
Luan, Shengyang ;
Tian, Quan .
CIRCUITS SYSTEMS AND SIGNAL PROCESSING, 2023, 42 (12) :7250-7274
[42]   LINEAR-SYSTEMS SUBJECT TO NON-GAUSSIAN ALPHA-STABLE PROCESSES [J].
GRIGORIU, M .
PROBABILISTIC ENGINEERING MECHANICS, 1995, 10 (01) :23-34
[43]   Alpha-stable models of multiuser interference [J].
Hughes, BL .
2000 IEEE INTERNATIONAL SYMPOSIUM ON INFORMATION THEORY, PROCEEDINGS, 2000, :383-383
[44]   Alpha-stable signals and adaptive filtering [J].
Masry, E .
IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2000, 48 (11) :3011-3016
[45]   Multipath time difference of arrival estimation algorithms under alpha-stable noise [J].
Liu, Jinhong ;
Zhou, Hongli ;
Zhao, Xiaoyan ;
Tie, Yong ;
Liu, Yang .
PROCEEDINGS OF 2018 14TH IEEE INTERNATIONAL CONFERENCE ON SIGNAL PROCESSING (ICSP), 2018, :10-16
[46]   Conditional Moments of Noncausal Alpha-Stable Processes and the Prediction of Bubble Crash Odds [J].
Fries, Sebastien .
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2022, 40 (04) :1596-1616
[47]   Modeling of non-stationary autoregressive alpha-stable processes by particle filters [J].
Gencaga, Deniz ;
Ertuzun, Aysin ;
Kuruoglu, Ercan E. .
DIGITAL SIGNAL PROCESSING, 2008, 18 (03) :465-478
[48]   Modulation classification in alpha-stable noise [J].
He, Tao ;
Zhou, Zheng'ou .
2007 INTERNATIONAL CONFERENCE ON COMMUNICATIONS, CIRCUITS AND SYSTEMS PROCEEDINGS, VOLS 1 AND 2: VOL 1: COMMUNICATION THEORY AND SYSTEMS; VOL 2: SIGNAL PROCESSING, COMPUTATIONAL INTELLIGENCE, CIRCUITS AND SYSTEMS, 2007, :193-+
[49]   Symmetric alpha-stable filter theory [J].
Univ of Southern California, Los Angeles, United States .
IEEE Trans Signal Process, 9 (2301-2306)
[50]   A new prediction method of alpha-stable processes for self-similar traffic [J].
Ge, XH ;
Yu, SK ;
Yoon, WS ;
Kim, YD .
GLOBECOM '04: IEEE GLOBAL TELECOMMUNICATIONS CONFERENCE, VOLS 1-6, 2004, :675-679