非高斯信号建模中的双线性时间序列

Fifth ASSP Workshop on Spectrum Estimation and Modeling Pub Date : 1900-01-01 DOI:10.1109/SPECT.1990.205536

H. M. Valenzuela, N. Bose

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引用次数: 2

摘要

非高斯过程被认为是由高斯白噪声驱动的双线性系统的输出。作者建立了二维四分之一平面双线性模型，作为一维双线性时间序列模型的非平凡推广。然后提出了一种基于最大似然的参数估计方法。最后，通过仿真算例验证了模型的有效性。

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Bilinear time series in non-Gaussian signal modeling

Non-Gaussian processes are taken to be the output of a bilinear system driven by a Gaussian white noise. The authors develop a 2D quarter-plane bilinear model as a nontrivial generalization of a 1D bilinear time series model. A maximum-likelihood-based parameter estimation method is then developed. Finally, the validity of the model is illustrated by simulation examples.<>

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Fifth ASSP Workshop on Spectrum Estimation and Modeling

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