Parameter estimation for linear alpha-stable processes

被引：20
|
作者：
Swami, A [1 ]
Sadler, B [1 ]
机构：
[1] USA, Res Lab, AMSRL IS TA, Adelphi, MD 20783 USA
来源：
IEEE SIGNAL PROCESSING LETTERS | 1998年 / 5卷 / 02期
关键词：
alpha stable processes; blind system identification; correlation; cumulants;
D O I：
10.1109/97.659549
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
Although alpha-stable processes have infinite variance, one can define and consistently estimate the normalized correlations and cumulants of linear processes with stable innovations. Hence, conventional techniques can be used to estimate the parameters of nonminimum phase alpha-stable processes.
引用
收藏
页码：48 / 50
页数：3
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