Detection of multiplicative noise in stationary random processes using second- and higher order statistics

Author

Coulon, Martial ; Tourneret, Jean-Yves ; Swami, Ananthram

Author_Institution

Ecole Nat. Superieure d´´Electron., d´´Electrotech. d´´Inf. et d´´Hydraulique, Toulouse, France

Volume

48

Issue

9

fYear

2000

fDate

9/1/2000 12:00:00 AM

Firstpage

2566

Lastpage

2575

Abstract

This paper addresses the problem of detecting the presence of colored multiplicative noise, when the information process can be modeled as a parametric ARMA process. For the case of zero-mean multiplicative noise, a cumulant based suboptimal detector is studied. This detector tests the nullity of a specific cumulant slice. A second detector is developed when the multiplicative noise is nonzero mean. This detector consists of filtering the data by an estimated AR filter. Cumulants of the residual data are then shown to be well suited to the detection problem. Theoretical expressions for the asymptotic probability of detection are given. Simulation-derived finite-sample ROC curves are shown for different sets of model parameters

Keywords

autoregressive moving average processes; filtering theory; higher order statistics; noise; random processes; signal detection; asymptotic detection probability; colored multiplicative noise detection; cumulant based suboptimal detector; cumulant slice; data filtering; estimated AR filter; higher order statistics; information process; model parameters; nonzero mean noise; parametric ARMA process; residual data; second-order statistics; simulation-derived finite-sample ROC curves; stationary random processes; zero-mean multiplicative noise; Additive noise; Detectors; Higher order statistics; Noise level; Radar detection; Random processes; Signal detection; Signal processing; Testing; Working environment noise;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.863059

Filename

863059