Non-Gaussian noise models in signal processing for telecommunications: new methods an results for class A and class B noise models

DOI10.1109/18.761256MaRDI QIDQ4701366zbMATHOpenAlexFDO

Authors David Middleton

Publication date 21 November 1999

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/18.761256

zbMATH Keywords

probability density functionsnoise modelsadditive Gauss noise

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13)

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Cited in

(14)

• Robust spatial time-frequency distribution matrix estimation with application to direction-of-arrival estimation
• Asymptotic properties of Spearman's footrule and Gini's gamma in bivariate normal model
• Alternative dependency measures-based approach for estimation of the α–stable periodic autoregressive model
• Pulse nonstationary processes generated by dynamic systems with random structure
• Blind detection in symmetric non-Gaussian noise with unknown PDF using maximum entropy method with moment generating function constraints
• Noise reduction via harmonic estimation in Gaussian and non-Gaussian environments
• Probability functional of a vector non-Gaussian Markov process and its communication application
• Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics
• Maximum correntropy criterion based sparse adaptive filtering algorithms for robust channel estimation under non-Gaussian environments
• Over-the-Air computation for distributed machine learning and consensus in large wireless networks
• Sign function based sparse adaptive filtering algorithms for robust channel estimation under non-Gaussian noise environments
• Application of Student's \(t\) and Behrens-Fisher distributions to the analysis of enhanced noise after zero-forcing frequency domain equalisation
• Measures of cross-dependence for bidimensional periodic AR(1) model with \(\alpha \)-stable distribution
• Numerical algorithms for mean exit time and escape probability of stochastic systems with asymmetric Lévy motion

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