Multiplicative noise models: parameter estimation using cumulants

DOI10.1016/0165-1684(94)90033-7MaRDI QIDQ1324528zbMATH OpenOpenAlexFDO

Authors Ananthram Swami

Publication date 12 March 1995

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1684(94)90033-7

zbMATH Keywords

algorithmscolored Gaussian processmultiplicative noise modelssignal processstationary random processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Gaussian processes (60G15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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(12)

• A maxiset approach of a Gaussian noise model
• Performance analysis of cyclic statistics for the estimation of harmonics in multiplicative and additive noise.
• Detection of multiplicative noise in stationary random processes using second- and higher order statistics
• An iterative algebraic geometric approach for identification of switched ARX models with noise
• An efficient algorithm for estimating the parameters of superimposed exponential signals in multiplicative and additive noise
• scientific article; zbMATH DE number 6490166 (Why is no real title available?)
• Approximating intrinsic noise in continuous multispecies models
• Least squares parameter estimation in multiplicative noise models
• Simple treatment of correlated multiplicative and additive noises
• Statistical analysis of non linear least squares estimation for harmonic signals in multiplicative and additive noise
• Robust mixed-order root-MUSIC
• Material grain noise analysis by using higher-order statistics

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