Maximum likelihood parameter estimation under impulsive conditions, a sub-Gaussian signal approach
نویسندگان
چکیده
In this paper we present an alternative to the Gaussian and Cauchy distributions for modeling stochastic signals. The proposed model has the same impulsiveness as the Cauchy density, but it is derived as a sub-Gaussian process, i.e., a variance mixture of Gaussian random variables. We proceed to use the derived model in the problem of signal parameter estimation through the use of multisensor data. Both the data and noise are assumed to be stochastic. The main problem of interest is the estimation of the DOA and statistics of the signal. A maximum likelihood algorithm is presented for the solution of this problem, and a pseudomaximum-likelihood separable solution approach is derived. Finally, simulations are presented to demonstrate the robustness of the proposed algorithm. r 2006 Elsevier B.V. All rights reserved.
منابع مشابه
Adaptive Signal Detection in Auto-Regressive Interference with Gaussian Spectrum
A detector for the case of a radar target with known Doppler and unknown complex amplitude in complex Gaussian noise with unknown parameters has been derived. The detector assumes that the noise is an Auto-Regressive (AR) process with Gaussian autocorrelation function which is a suitable model for ground clutter in most scenarios involving airborne radars. The detector estimates the unknown...
متن کاملAn Alternative Model for Sound Signals Encountered in Reverberant Environments; Robust Maximum Likelihood Localization and Parameter Estimation Based on a Sub-Gaussian Model
In this paper we investigate an alternative to the Gaussian density for modeling signals encountered in audio environments. The observation that sound signals are impulsive in nature, combined with the reverberation effects commonly encountered in audio, motivates the use of the Sub-Gaussian density. The new Sub-Gaussian statistical model and the separable solution of its Maximum Likelihood est...
متن کاملA Robust Distributed Estimation Algorithm under Alpha-Stable Noise Condition
Robust adaptive estimation of unknown parameter has been an important issue in recent years for reliable operation in the distributed networks. The conventional adaptive estimation algorithms that rely on mean square error (MSE) criterion exhibit good performance in the presence of Gaussian noise, but their performance drastically decreases under impulsive noise. In this paper, we propose a rob...
متن کاملTitle Doppler Frequency Estimators under Additive and MultiplicativeNoise
In optical coherence tomography (OCT), unbiased and low variance Doppler frequency estimators are desirable for blood velocity estimation. Hardware improvements in OCT mean that ever higher acquisition rates are possible. However, it is known that the Kasai autocorrelation estimator, unexpectedly, performs worse as acquisition rates increase. Here we suggest that maximum likelihood estimators (...
متن کاملBayesian Estimation of Shift Point in Shape Parameter of Inverse Gaussian Distribution Under Different Loss Functions
In this paper, a Bayesian approach is proposed for shift point detection in an inverse Gaussian distribution. In this study, the mean parameter of inverse Gaussian distribution is assumed to be constant and shift points in shape parameter is considered. First the posterior distribution of shape parameter is obtained. Then the Bayes estimators are derived under a class of priors and using variou...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- Signal Processing
دوره 86 شماره
صفحات -
تاریخ انتشار 2006