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Multiplicative noise models: parameter estimation using cumulants

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1 Author(s)
Swami, A. ; Dept. of Electr. Eng. Syst., Univ. of Southern California, Los Angeles, CA, USA

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.<>

Published in:
Spectrum Estimation and Modeling, 1990., Fifth ASSP Workshop on

Date of Conference: 10-12 Oct. 1990

Page(s):
212 - 216
Meeting Date :
10 Oct 1990-12 Oct 1990
INSPEC Accession Number:
4022990
Conference Location :
Rochester, NY, USA
Digital Object Identifier :
10.1109/SPECT.1990.205577
Product Type:
Conference Publications

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