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Detection of multiplicative noise in stationary random processes using second- and higher order statistics

Coulon, Martial and Tourneret, Jean-Yves and Swami, Ananthram Detection of multiplicative noise in stationary random processes using second- and higher order statistics. (2000) IEEE Transactions on Signal Processing, vol. 4 (n° 9). pp. 2566-2575. ISSN 1053-587X

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Official URL: http://dx.doi.org/10.1109/78.863059

Abstract

This paper addresses the problem of detecting the presence of colored multiplicative noise, when the information process can be modeled as a parametric ARMA process. For the case of zero-mean multiplicative noise, a cumulant based suboptimal detector is studied. This detector tests the nullity of a specific cumulant slice. A second detector is developed when the multiplicative noise is nonzero mean. This detector consists of filtering the data by an estimated AR filter. Cumulants of the residual data are then shown to be well suited to the detection problem. Theoretical expressions for the asymptotic probability of detection are given. Simulation-derived finite-sample ROC curves are shown for different sets of model parameters.

Item Type:Article
Additional Information:This publication is available at http://ieeexplore.ieee.org/xpl/RecentIssue.jsp?punumber=78
Audience (journal):International peer-reviewed journal
Uncontrolled Keywords:
Institution: Université de Toulouse > Institut National Polytechnique de Toulouse - INPT
Université de Toulouse > Université Paul Sabatier-Toulouse III - UPS
French research institutions > Centre National de la Recherche Scientifique - CNRS
Laboratory name:
Statistics:download
Deposited By: Jean-yves TOURNERET

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