Fast estimation of the parameters of alpha-stable impulsive interference

Author

Tsihrintzis, George A. ; Nikias, Chysostomos L.

Author_Institution

Dept. of Electr. Eng., Virginia Univ., Charlottesville, VA, USA

Volume

44

Issue

6

fYear

1996

fDate

6/1/1996 12:00:00 AM

Firstpage

1492

Lastpage

1503

Abstract

We address the problem of estimation of the parameters of the recently proposed symmetric, alpha-stable model for impulsive interference. We propose new estimators based on asymptotic extreme value theory, order statistics, and fractional lower order moments, which can be computed fast and are, therefore, suitable for the design of real-time signal processing algorithms. The performance of the new estimators is theoretically evaluated, verified via Monte Carlo simulation, and compared with the performance of maximum-likelihood estimators

Keywords

Monte Carlo methods; interference (signal); parameter estimation; real-time systems; signal processing; statistical analysis; Monte Carlo simulation; alpha-stable impulsive interference; asymptotic extreme value theory; estimators performance; fast parameter estimation; fractional lower order moments; maximum-likelihood estimators; order statistics; real-time signal processing algorithms; Degradation; Gaussian processes; Hardware; Interference; Mathematical model; Parameter estimation; Signal generators; Signal processing; Signal processing algorithms; Software algorithms;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.506614

Filename

506614