By Topic

On some parameter estimation problems in alpha-stable processes

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
$31 $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)
Swami, A. ; Army Res. Lab., Adelphi, MD, USA

Current algorithms for estimating the parameters of a symmetric alpha-stable ARMA process are either highly non-linear, or assume small MA orders (q⩽3), or invoke the minimum-phase assumption. We use results from the statistics literature to show that the normalized correlation is well-defined; we show that the normalized cumulants are also well-behaved. We propose to use the correlation to estimate the spectrally-equivalent minimum-phase (SEMP) parameters, and then to use the cumulants to resolve the phase of the model. We also show that correlation-based techniques (such as ESPRIT) work well for estimating the parameters of harmonics observed in alpha-stable noise. Correlation-based algorithms are shown to work well despite the infinite variance of the alpha-stable process

Published in:

Acoustics, Speech, and Signal Processing, 1997. ICASSP-97., 1997 IEEE International Conference on  (Volume:5 )

Date of Conference:

21-24 Apr 1997