Title :
A statistical test for the detection of AR processes corrupted by multiplicative colored noise
Author :
Coulon, Martial ; Tourneret, Jean-Yves
Author_Institution :
GAPSE, ENSEEIHT, Toulouse, France
Abstract :
This paper addresses the problem of detecting the presence of colored multiplicative noise, when the information process can be modelled by a parametric AR process. A cumulant based suboptimal detector is studied, when the multiplicative noise is zero-mean. This detector tests the nullity of a specific cumulant slice. Another detector is developed, when the multiplicative noise has non-zero mean. This detector consists of filtering the data by the fitted AR filter. Higher-order cumulants of the residual data are then shown to be efficient for the detection problem
Keywords :
autoregressive processes; filtering theory; higher order statistics; noise; signal detection; AR process detection; cumulant based suboptimal detector; data filtering; fitted AR filter; higher-order cumulants; information process; multiplicative colored noise; parametric AR process; statistical test; zero-mean multiplicative noise; Additive noise; Colored noise; Detectors; Fading; Fault detection; Gaussian noise; Power harmonic filters; Signal processing; Testing; Working environment noise;
Conference_Titel :
Statistical Signal and Array Processing, 1998. Proceedings., Ninth IEEE SP Workshop on
Conference_Location :
Portland, OR
Print_ISBN :
0-7803-5010-3
DOI :
10.1109/SSAP.1998.739337
