{"title":"噪声AR和ARMA过程的检测与分类","authors":"J. Tourneret, Karine Vareille, M. Coulon","doi":"10.5281/ZENODO.36021","DOIUrl":null,"url":null,"abstract":"The paper focuses on the detection and the classification of noisy AR and ARMA processes. These two kinds of processes cannot be distinguished by means of their second-order statistics, since they are Spectrally Equivalent (SE). Higher-order statistics are shown to be an efficient tool for their detection. A Neyman-Pearson (NP) test, based on these higher-order statistics, is then studied. The performance of the NP test provides a reference for comparing suboptimal detector performances.","PeriodicalId":282153,"journal":{"name":"1996 8th European Signal Processing Conference (EUSIPCO 1996)","volume":"2 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1996-09-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"Detection and classification of noisy AR and ARMA processes\",\"authors\":\"J. Tourneret, Karine Vareille, M. Coulon\",\"doi\":\"10.5281/ZENODO.36021\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The paper focuses on the detection and the classification of noisy AR and ARMA processes. These two kinds of processes cannot be distinguished by means of their second-order statistics, since they are Spectrally Equivalent (SE). Higher-order statistics are shown to be an efficient tool for their detection. A Neyman-Pearson (NP) test, based on these higher-order statistics, is then studied. The performance of the NP test provides a reference for comparing suboptimal detector performances.\",\"PeriodicalId\":282153,\"journal\":{\"name\":\"1996 8th European Signal Processing Conference (EUSIPCO 1996)\",\"volume\":\"2 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1996-09-10\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"1996 8th European Signal Processing Conference (EUSIPCO 1996)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.5281/ZENODO.36021\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"1996 8th European Signal Processing Conference (EUSIPCO 1996)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.5281/ZENODO.36021","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Detection and classification of noisy AR and ARMA processes
The paper focuses on the detection and the classification of noisy AR and ARMA processes. These two kinds of processes cannot be distinguished by means of their second-order statistics, since they are Spectrally Equivalent (SE). Higher-order statistics are shown to be an efficient tool for their detection. A Neyman-Pearson (NP) test, based on these higher-order statistics, is then studied. The performance of the NP test provides a reference for comparing suboptimal detector performances.
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