Application of extreme value theory to level estimation in nonlinearly distorted hidden Markov models

IEEE Transactions on Signal Processing

Volumn 48, Issue 8, 2000, Pages 2289-2299

  Doǧançay, Kutluyil ^b   Krishnamurthy, Vikram ^a  

^a UNIVERSITY OF SOUTH AUSTRALIA   (Australia)

^b UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; CURVE FITTING; LEAST SQUARES APPROXIMATIONS; MARKOV PROCESSES; MAXIMUM LIKELIHOOD ESTIMATION; SPURIOUS SIGNAL NOISE;

DATA MEASUREMENT SYSTEMS; EXTREME VALUE THEORY (EVT); HIDDEN MARKOV MODELS (HMM);

NONLINEAR DISTORTION;

EID: 0034245623     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.852010     Document Type: Article

References (13)

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