Statistical signal extraction using stable processes

被引：2

作者：

Balakrishna, N. ^{[1
]}

Hareesh, G. ^{[1
]}

机构：

[1] Cochin Univ Sci & Technol, Dept Stat, Cochin 682022, Kerala, India

来源：

STATISTICS & PROBABILITY LETTERS | 2009年 / 79卷 / 07期

关键词：

D O I：

10.1016/j.spl.2008.11.006

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The standard models for statistical signal extraction assume that the signal and noise are generated by linear Gaussian processes. The Optimum filter weights for those models are derived using the method of minimum mean square error. In the present work we Study the properties of signal extraction models under the assumption that signal/noise are generated by symmetric stable processes. The optimum filter is obtained by the method of minimum dispersion. The performance of the new filter is compared with their Gaussian counterparts by simulation. (c) 2008 Elsevier B.V. All rights reserved.

引用

页码：851 / 856

页数：6

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