Detection of spectrally equivalent parametric processes using higher order statistics

Author

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

Author_Institution

ENSEEIHT, Toulouse, France

Volume

4

fYear

1998

fDate

12-15 May 1998

Firstpage

2153

Abstract

The paper addresses the problem of detecting two spectrally equivalent parametric processes (SEPP): the noisy AR process and the ARMA process. Higher-order statistics (HOS) are shown to be effective for detection. Two HOS based detectors are derived and compared. The fist detector studies the singularity of a HOS-based Yule-Walker matrix. The second detector filters the data by an AR filter estimated from the data; the residual HOS are then shown to be effective for the SEPP detection problem

Keywords

FIR filters; autoregressive moving average processes; autoregressive processes; higher order statistics; noise; signal detection; AR filter; ARMA process; HOS-based Yule-Walker matrix; higher order statistics; noisy AR process; spectrally equivalent parametric processes; spectrally equivalent process; Additive noise; Detectors; Filters; Higher order statistics; Maximum likelihood detection; Milling machines; Parametric statistics; Powders; Signal processing; Testing;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech and Signal Processing, 1998. Proceedings of the 1998 IEEE International Conference on

Conference_Location

Seattle, WA

ISSN

1520-6149

Print_ISBN

0-7803-4428-6

Type

conf

DOI

10.1109/ICASSP.1998.681572

Filename

681572