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

algorithmsstationary random processessignal processcolored Gaussian processmultiplicative noise models

Mathematics Subject Classification ID

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

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• Detection of multiplicative noise in stationary random processes using second- and higher order statistics

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