Characterization of a class of non-Gaussian processes

S. A. Alshebeili*, A. N. Venetsanopoulos

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

3 Scopus citations

Abstract

The problem of modeling of non-Gaussian processes generated by linear systems driven by white non-Gaussian process, and nonlinear systems driven by a white Gaussian process is addressed using the Volterra representation of systems. Cumulant-based approaches are developed for identifying the parameters of the proposed model when only a finite sample of received observations is available. It is shown that by using a partial set of the output cumulant samples, the computational complexity required in determining the kernels of the model is considerably reduced. The analysis is not restricted to special forms of the second-order Volterra system.

Original languageEnglish
Title of host publicationProceedings - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing
PublisherPubl by IEEE
Pages3093-3096
Number of pages4
ISBN (Print)0780300033
DOIs
StatePublished - 1991

Publication series

NameProceedings - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing
Volume5
ISSN (Print)0736-7791

ASJC Scopus subject areas

  • Software
  • Signal Processing
  • Electrical and Electronic Engineering

Fingerprint

Dive into the research topics of 'Characterization of a class of non-Gaussian processes'. Together they form a unique fingerprint.

Cite this