Generalized Gaussian modeling of correlated signal sources

Author

Niehsen, Wolfgang

Author_Institution

Inst. fur Elektrische Nachrichtentech., Tech. Hochschule Aachen, Germany

Volume

47

Issue

1

fYear

1999

fDate

1/1/1999 12:00:00 AM

Firstpage

217

Lastpage

219

Abstract

A generalized Gaussian model for correlated signal sources is introduced. The probability density function of a first-order autoregressive process driven by generalized Gaussian white noise is approximated by a generalized Gaussian probability density function. The interdependence between the correlation coefficient and the shape parameter of the first-order autoregressive process and the shape parameter of the driving noise is investigated. Application of the proposed method for modeling of probability density functions of transform and subband coefficients is considered

Keywords

AWGN; Gaussian distribution; autoregressive processes; correlation methods; probability; signal processing; Gaussian distribution; correlated signal sources; correlation coefficient; first-order autoregressive process; generalized Gaussian PDF; generalized Gaussian modeling; generalized Gaussian white noise; probability density function; shape parameter; subband coefficients; transform coefficients; Autoregressive processes; Distribution functions; Gaussian distribution; Image coding; Image sequences; Noise shaping; Probability density function; Random variables; Shape; White noise;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.738256

Filename

738256