Title :
Decompounding on Compact Lie Groups
Author :
Said, Salem ; Lageman, Christian ; Le Bihan, Nicolas ; Manton, Jonathan H.
Author_Institution :
Dept. of Images & Signal, GIPSA-Lab., Grenoble, France
fDate :
6/1/2010 12:00:00 AM
Abstract :
Noncommutative harmonic analysis is used to solve a nonparametric estimation problem stated in terms of compound Poisson processes on compact Lie groups. This problem of decompounding is a generalization of a similar classical problem. The proposed solution is based on a characteristic function method. The treated problem is important to recent models of the physical inverse problem of multiple scattering.
Keywords :
Lie groups; harmonic analysis; inverse problems; stochastic processes; characteristic function method; compact Lie groups; compound Poisson process; multiple scattering; noncommutative harmonic analysis; nonparametric estimation problem; physical inverse problem; Australia Council; Harmonic analysis; Inverse problems; Mathematics; Queueing analysis; Random variables; Scattering; State estimation; Statistics; Traffic control; Compact Lie groups; compound Poisson processes; multiple scattering; noncommutative harmonic analysis; nonparametric estimation;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.2010.2046216