Use of fourth-order statistics for non-Gaussian noise modelling: The generalized Gaussian pdf in terms of kurtosis

In this paper non-Gaussian noise modelling is addressed, HOS-based parametric pdf models are investigated in order to provide realistic noise modelling by means οΓ easy and quick estimation of needed parameters. Attention is focused on the generalized Gaussian pdf. This model, generally depending on a real theoretical parameter c. difficult to estimate from data, is proposed expressed in terms of the fourth-order parameter kurtosis β
2
by introducing the analytical relationship between c and β
2
. The model is compared with well-known pdfs and used in the design of a LOD test.