A soft voice activity detection using GARCH filter and variance gamma distribution

IEEE Transactions on Audio, Speech and Language Processing

Volumn 15, Issue 4, 2007, Pages 1129-1134

  Tahmasbi, Rasool ^a   Rezaei, Sadegh ^a  

^a AMIRKABIR UNIVERSITY OF TECHNOLOGY   (Iran)

Author keywords

Estimation theory; Generalized autoregressive conditional heteroscedasticity (GARCH) model; Heteroscedasticity; Probability distribution; Voice activity detection (VAD)

Indexed keywords

ADAPTIVE THRESHOLDS; ECONOMIC TIME SERIES; ESTIMATION THEORY; GARCH MODELS; GAUSSIAN; GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY (GARCH) MODEL; HARD DETECTIONS; HETEROSCEDASTICITY; MULTIPLE OBSERVATION LIKELIHOOD RATIO TESTS; NOISE SIGNALS; NON-STATIONARY ENVIRONMENTS; ROBUST ALGORITHMS; SIMULATION RESULTS; SPEECH SIGNALS; VARIANCE-GAMMA DISTRIBUTIONS; VOICE ACTIVITY DETECTION (VAD); VOICE ACTIVITY DETECTORS;

ADAPTIVE ALGORITHMS; MAXIMUM LIKELIHOOD ESTIMATION; PROBABILITY DENSITY FUNCTION; SPEECH RECOGNITION; TIME SERIES; TRELLIS CODES;

PROBABILITY DISTRIBUTIONS;

EID: 44149083948     PISSN: 15587916     EISSN: None     Source Type: Journal    
DOI: 10.1109/TASL.2007.894521     Document Type: Article

References (19)

1. J. Sohn, N. S. Kim, and W. Sung, "A statistical model-based voice activity detection," IEEE Signal Process. Lett., vol. 6, no. 1, pp. 1-3, Jan. 1999.
2. N. R. Garner, P. A. Barrett, D. M. Howard, and A. M. Tyrrell, "Robust noise detection for speech detection and enhancement," Electron. Lett., vol. 33, no. 4, pp. 270-271, Feb. 1997.
3. A. Rezayee and S. Gazor, "An adaptive KLT approach for speech enhancement," IEEE Trans. Speech Audio Process., vol. 9, no. 2, pp. 87-95, Feb. 2001.
4. F. Beritelli, S. Casale, and A. Cavallaero, "A robust voice activity detector for wireless communications using soft computing," IEEE J. Sel. Areas Commun., vol. 16, no. 12, pp. 1818-1829, Dec. 1998.
5. D. K. Freeman, G. Cosier, C. B. Southcott, and I. Boyd, "The voice activity detector for the pan European digital cellular mobile telephone service," in Proc. Int. Conf. Acoust., Speech, Signal Process., May 1989, pp. 369-372.
6. Y. D. Cho, K. Al-Naimi, and A. Kondoz, "Improved voice activity detection based on a smoothed statistical likelihood ratio," in Proc. Int. Conf. Acoust., Speech, Signal Process., 2001, vol. 2, pp. 737-740.
7. J. Ramírez, J. C. Segura, M. C. Benítez, A. de la Torre, and A. Rubio, "A new Kullback-Leibler VAD for speech recognition in noise," IEEE Signal Process. Lett., vol. 11, no. 2, pp. 666-669, Feb. 2004.
8. [8] --, "Efficient voice activity detection algorithms using long-term speech information," Speech Commun., vol. 42, no. 3-4, pp. 271-287, Oct. 2004.
9. J. Ramírez and J. C. Segura, "Statistical voice activity detection using a multiple observation likelihood ratio test," IEEE Signal Process. Lett., vol. 12, no. 10, pp. 689-692, Oct. 2005.
10. S. Gazor and W. Zhang, "A soft voice activity detector based on a Laplacian-Gaussian model," IEEE Trans. Speech Audio Process., vol. 11, no. 5, pp. 498-505, Sep. 2003.
11. [11] --, "Speech probability distribution," IEEE Signal Process. Lett., vol. 10, no. 7, pp. 204-207, Jul. 2003.
12. T. Bollerslev, "Generalized autoregressive conditional heteroskedasticity," J. Econometrics, vol. 31, pp. 307-327, 1986.
13. D. Pena, G. C. Tiao, and R. S. Tsay, A Course in Time Series Analysis. New York: Wiley, 2001, ch. 1 and 9.
14. I. Cohen, "Modeling speech signals in time-frequency domain using GARCH," Signal Process., vol. 84, pp. 2453-2459, 2004.
15. A. McNeil, R. Frey, and P. Embrechts, Quantitative Risk Management: Concepts, Techniques and Tools. Princeton, NJ: Princeton Univ. Press, 2005, ch. 4.
16. D. B. Madan, P. P. Carr, and E. C. Chang, "The variance gamma process and option pricing," Eur. Finance Rev., vol. 2, pp. 79-105, 1998.
17. E. Daal and D. Madan, "An empirical examination of the variancegamma model for foreign currency option," J. Business, vol. 78, pp. 134-176, 2005.
18. M. Abramowitz and I. Stegun, Handbook of Mathematical Functions. New York: Dover, 1968, ch. 11.
19. E. Seneta, "Fitting the variance-gamma to financial data," J. Appl. Probability, vol. 41A, pp. 177-187, 2004.