The stability test for symmetric alpha-stable distributions
نویسندگان
چکیده
منابع مشابه
Symmetric alpha-stable filter theory
Symmetric -Stable (S S) processes are used to model impulsive noise. Wiener lter theory is generally not meaningful in S S environments because the expectations may be unbounded. To develop a lter theory for linear nite impulse response systems with independent identically distributed S S inputs, we propose median orthogonality as a linear lter criterion, present a generalized Wiener-Hopf solut...
متن کاملA Simple Estimate of the Index of Stability for Symmetric Stable Distributions
We propose an estimate of the stability parameter α of a stable distribution through the idea of “wrapping.” The advantage of this method, apart from being simple to calculate, is that the estimator can be shown to be consistent and asymptotically normal. The asymptotic variance is also easy to calculate so that one can actually provide confidence intervals and carry out inference on α for mode...
متن کاملSOVA decoding in Symmetric Alpha-Stable Noise
Soft-Output Viterbi Algorithm (SOVA) is one type of recovery memory-less Markov Chain and is used widely to decode convolutional codes. Fundamentally, conventional SOVA is designed on the basis of Maximum A-Posteriori Probability (APP) with the assumption of normal distribution. Therefore, conventional SOVA fails miserably in the presence of symmetric alpha stable noise S S α which is one form ...
متن کاملA Randomness Test for Stable Data
In this paper, we propose a new method for checking randomness of non-Gaussian stable data based on a characterization result. This method is more sensitive with respect to non-random data compared to the well-known non-parametric randomness tests.
متن کاملFinite mixture of alpha-stable distributions
6 Over the last decades, the α-stable distribution has proved to be a very efficient 7 model for impulsive data. In this paper, we propose an extension of stable distribu8 tions, namely mixture of α-stable distributions to model multimodal, skewed and 9 impulsive data. A fully Bayesian framework is presented for the estimation of the 10 stable density parameters and the mixture parameters. As o...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IEEE Transactions on Signal Processing
سال: 2005
ISSN: 1053-587X
DOI: 10.1109/tsp.2004.842192