Blind intensity estimation from shot-noise data

Author

Sequeira, Raul E. ; Gubner, John A.

Author_Institution

Dept. of Electr. & Comput. Eng., Wisconsin Univ., Madison, WI, USA

Volume

45

Issue

2

fYear

1997

fDate

2/1/1997 12:00:00 AM

Firstpage

421

Lastpage

433

Abstract

The estimation of the intensity function of an inhomogeneous Poisson process is considered when the observable data consists of sampled shot noise that results from passing the Poisson process through an unknown linear time-invariant system. The proposed method consists of first estimating a histogram of the underlying point process. The estimated histogram is used to construct a kernel estimate of the intensity function. An estimate of the unknown impulse response of the linear time-invariant system is constructed via a regularized backsubstitution of a discrete-time convolution with the estimated histogram

Keywords

convolution; discrete time systems; parameter estimation; shot noise; signal sampling; stochastic processes; transient response; blind intensity estimation; discrete-time convolution; impulse response; inhomogeneous Poisson proces; intensity function; kernel estimation; observable data; regularized backsubstitution; sampled shot noise; shot-noise data; underlying point process; unknown linear time-invariant system; Convolution; Deconvolution; Equations; Histograms; Kernel; Mathematical model; Noise shaping; Optical fiber communication; Optical imaging; Statistics;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.554306

Filename

554306