NDLI: Estimation and detection in non-Gaussian noise using higher order statistics

Content Provider	IEEE Xplore Digital Library
Author	Sadler, B.M. Giannakis, G.B. Keh-Shin Lii
Copyright Year	1991
Abstract	One of the primary applications of higher order statistics has been for detection and estimation of nonGaussian signals in Gaussian noise of unknown covariance. This is motivated by the fact that higher order cumulants of Gaussian processes vanish. We study the opposite problem, namely, detection and estimation in nonGaussian noise. We estimate cumulants of nonGaussian processes in the presence of unknown deterministic and/or Gaussian signals, which allows either parametric or nonparametric estimation of the covariance of the nonGaussian noise. Our approach is to augment existing second-order detection methods using cumulants. We propose solutions for detection of deterministic signals based on matched filters and the generalized likelihood ratio test which incorporate cumulants, where the resulting solutions are valid under either detection hypotheses. This allows for single record detection and obviates the need for noise-only training records. The problem of estimating signal strength in the presence of nonGaussian noise of unknown covariance is also considered, and a cumulant-based solution is proposed which uses a single data record. Examples are used throughout to illustrate our proposed methods.<>
Sponsorship	IEEE Signal Processing Society
Starting Page	2729
Ending Page	2741
Page Count	13
File Size	1316845
File Format	PDF
ISSN	1053587X
Volume Number	42
Issue Number	10
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	1994-10-01
Publisher Place	U.S.A.
Access Restriction	One Nation One Subscription (ONOS)
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Higher order statistics Colored noise Gaussian noise Signal processing Working environment noise Signal detection Low-frequency noise Gaussian processes Matched filters Testing
Content Type	Text
Resource Type	Article
Subject	Signal Processing Electrical and Electronic Engineering

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4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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