Title :
Multiplicative noise models: parameter estimation using cumulants
Author :
Swami, Ananthram
Author_Institution :
Dept. of Electr. Eng. Syst., Univ. of Southern California, Los Angeles, CA, USA
Abstract :
Develops algorithms based on higher-order moments and cumulants to estimate the parameters of a linear or harmonic process which is corrupted by multiplicative noise. The observations may be further corrupted by additive colored Gaussian noise. It is shown that parameter estimation is fairly easy when the multiplicative noise is i.i.d. and has nonzero mean. The colored Gaussian and zero-mean i.i.d. multiplicative noise cases are also considered.<>
Keywords :
parameter estimation; random noise; signal processing; statistical analysis; additive colored Gaussian noise; algorithms; cumulants; harmonic process; higher-order moments; independently identically distributed noise; linear process; multiplicative noise models; parameter estimation; signal processing; Additive noise; Colored noise; Frequency estimation; Gaussian noise; Image processing; Parameter estimation; Signal processing; Signal processing algorithms; Speckle; Vectors;
Conference_Titel :
Spectrum Estimation and Modeling, 1990., Fifth ASSP Workshop on
Conference_Location :
Rochester, NY, USA
DOI :
10.1109/SPECT.1990.205577
