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Conditional expected likelihood technique for compound Gaussian and Gaussian distributed noise mixtures

Abramovich, Yuri and Besson, Olivier and Johnson, Ben Conditional expected likelihood technique for compound Gaussian and Gaussian distributed noise mixtures. (2016) IEEE Transactions on Signal Processing, 64 (24). 6640-6649. ISSN 1053-587X

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Official URL: http://dx.doi.org/10.1109/TSP.2016.2613073


Expected likelihood (EL) technique for quality assessment of parameter estimates of signals embedded in Gaussian noise is extended in this paper over the case where useful signals are immersed in a mixture of compound Gaussian and Gaussian distributed noises. The main problem here is that analytical expressions for distributions of such mixtures do not exist in most cases. Moreover, in some cases like $K$-distributed noise only where closed-form expressions for the data distribution are available, the traditional Cram\'{e}r-Rao bound does not exist. This makes EL technique even more important for parameter estimation performance assessment. In this paper, for the so-called conditional model, we introduce test statistics whose distribution for the true (actual) parameters does not depend on these parameters and specifics of texture distribution, which makes them applicable for EL applications. We illustrate the utility of this EL technique by studying and predicting the performance breakdown of some direction of arrival estimators in a mixture of $K$-distributed and Gaussian noise.

Item Type:Article
Additional Information:Thanks to the IEEE (Institute of Electrical and Electronics Engineers). This paper is available at : http://ieeexplore.ieee.org/document/7583640/ “© 2016 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.
HAL Id:hal-01415056
Audience (journal):International peer-reviewed journal
Uncontrolled Keywords:
Institution:Université de Toulouse > Institut Supérieur de l'Aéronautique et de l'Espace - ISAE-SUPAERO (FRANCE)
Other partners > University of South Australia (AUSTRALIA)
Other partners > WR Systems (USA)
Laboratory name:
Deposited On:12 Dec 2016 16:46

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