DocumentCode
1396310
Title
Estimating the Probability Density Function of a Nonstationary Non-Gaussian Noise
Author
Mukherjee, Arpita ; Sengupta, Aparajita
Author_Institution
Dept. of Electr. Eng., Dr. B. C. Roy Eng. Coll., Durgapur, India
Volume
57
Issue
4
fYear
2010
fDate
4/1/2010 12:00:00 AM
Firstpage
1429
Lastpage
1435
Abstract
The problem of estimating the probability density function (pdf) of a nonstationary non-Gaussian noise is addressed. The non-Gaussian noise is modeled using Gaussian mixture pdfs, and an algorithm is proposed to estimate the parameters by maximizing the log-likelihood function. Three simulation results illustrate the validity and utility of the proposed algorithm for stationary or nonstationary, Gaussian or non-Gaussian, zero mean or nonzero mean, and unimodal or multimodal distributed noise.
Keywords
Gaussian processes; interference (signal); maximum likelihood estimation; probability; signal processing; Gaussian mixture pdf; log-likelihood function; maximum likelihood estimation; multimodal distributed noise; nonstationary nonGaussian noise; nonzero mean; probability density function; unimodal distributed noise; zero mean; Gaussian mixture models; log-likelihood function; non-Gaussian; nonstationary;
fLanguage
English
Journal_Title
Industrial Electronics, IEEE Transactions on
Publisher
ieee
ISSN
0278-0046
Type
jour
DOI
10.1109/TIE.2009.2039451
Filename
5398970
Link To Document