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Parameter estimation for linear alpha-stable processes

delete1998-02-01
delete23
PRE
AI
A
Ananthram Swami *
B
Brian M. Sadler
DOI：10.1109/97.659549delete
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摘要

摘要

En 中文
Although alpha-stable processes have infinite variance, one can define and consistently estimate the normalized correlations and cumulants of linear processes with stable innovations. Hence, conventional techniques can be used to estimate the parameters of nonminimum phase alpha-stable processes.
Keyword:
alpha stable processes
blind system identification
correlation
cumulants
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期刊

IEEE Signal Processing Magazine 封面图
IEEE Signal Processing Magazine
IF:
9.6
论文数:
1.1W
被引数:
1.7W

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