Maximum likelihood parameter estimation of the asymmetric generalised Gaussian family of distributions

Proceedings of the IEEE Signal Processing Workshop on Higher-Order Statistics, SPW-HOS 1999

Volumn , Issue , 1999, Pages 255-258

  Lee, June Yule ^a   Nandi, A K ^a  

^a UNIVERSITY OF LIVERPOOL   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

CRAMER-RAO BOUNDS; MAXIMUM LIKELIHOOD; MAXIMUM LIKELIHOOD ESTIMATION; SIGNAL PROCESSING;

CRAMER RAO LOWER BOUND; GAUSSIANS; LONG TAIL; MAXIMUM LIKELIHOOD FUNCTION; MAXIMUM LIKELIHOOD PARAMETER ESTIMATIONS; OBSERVED DATA; UNIMODAL DISTRIBUTION;

HIGHER ORDER STATISTICS;

EID: 84975811332     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/HOST.1999.778737     Document Type: Conference Paper

References (12)

1. M. Kanefsky and J.B. Thomas, On polarity schemes with non-Gaussian inputs, J. Franklin Inst. Vol. 280, 120-138, 1965.
2. J.H. Miller and J.B. Thomas, Detectors for discretetime signals in non-Gaussian noise, IEEE Transaction on Information Theory Vol. 18, 241-250, 1972.
3. S.A. Kassam, Signal detection in non-Gaussian noise, Springer-Verlag, New York, 1988.
4. J.E. Evans and A.S. Griffiths, Design of sanguine noise processor based up world-wide extremely low frequency (ELF) recordings, IEEE Trans. Comm. Vol. 22, 528-539, 1974.
5. R.J. Webster, Ambient noise statistics, IEEE Transactions on Signal Processing Vol.41, 2249-2253, 1993.
6. A.T. Walden, Non-Gaussian reflectivity, entropy and deconvolution, Geophysics Vol.50, p2862-2888, 1985.
7. J.-Y. Lee and A.K. Nandi, Blind deconvolution of impacting signals using higher-order statistics, Mechanical Systems and Signal Processing, 12(2), 357-371, 1998.
8. A.K. Nandi and D. Mampel, An extension of the generalised Gaussian distribution to include asymmetry, J. Franklin Inst. Vol. 332B, 67-75, 1995.
9. A.K. Nandi and D. Mampel, Development of an adaptive generalised trimmed mean estimator to compute third-order cumulants, Signal Processing 57, 271-282, 1997.
10. A. Tesei and C.S. Regazzoni, HOS-based generalized noise pdf models for signal detection optimization, Signal Processing 65, 267-281, 1998.
11. R.J. Larsen and M.L. Marx, "An Introduction to Mathematical Statistics and Its Applications", 2nd Edition, Prentice-Hall, 1986.
12. rd Edition, Maxwell Macmillan, 1989.