Adaptive Detection of Normal Mixture Signals with Pre-Estimated Gaussian Mixture Noise

Autor: Andrey Gorshenin
Rok vydání: 2019
Předmět:
Zdroj: Pattern Recognition and Image Analysis. 29:377-383
ISSN: 1555-6212
1054-6618
Popis: The paper describes the adaptive method of estimating the parameters of the distribution of the useful signal under the assumption that the noise distribution can be pre-estimated. It is based on the method of moving separation of the finite normal mixtures and implemented for the estimating both signal-noise and signal distribution parameters. We assume that the probability distribution of the signal, signal with noise and “pure” noise can be presented in form of finite normal mixtures. Also, a method for change point detection based on testing the homogeneity hypothesis using the Kolmogorov criterion is proposed.
Databáze: OpenAIRE