By Topic

Signals in coloured noise: joint non-parametric estimation of signal and of noise spectrum

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$33 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

1 Author(s)
V. Solo ; Sch. of Electr. Eng., New South Wales Univ., Sydney, NSW, Australia

There is a considerable literature on non-parametric estimation of signals buried in coloured noise of known or finitely parameterised spectrum. And a considerable literature on non-parametric estimation of the spectrum of an observed coloured noise. Here we consider the bivariate problem of jointly, non-parametrically estimating a signal in coloured noise as well as the coloured noise spectrum. It is straightforward enough to develop estimators for each infinite dimensional parameter but what is much less clear is how to choose jointly the two required tuning parameters. We develop, apparently for the first time, a criterion that achieves this.

Published in:

Acoustics, Speech, and Signal Processing, 2003. Proceedings. (ICASSP '03). 2003 IEEE International Conference on  (Volume:6 )

Date of Conference:

6-10 April 2003