{"title":"Detection and classification of noisy AR and ARMA processes","authors":"J. Tourneret, Karine Vareille, M. Coulon","doi":"10.5281/ZENODO.36021","DOIUrl":null,"url":null,"abstract":"The paper focuses on the detection and the classification of noisy AR and ARMA processes. These two kinds of processes cannot be distinguished by means of their second-order statistics, since they are Spectrally Equivalent (SE). Higher-order statistics are shown to be an efficient tool for their detection. A Neyman-Pearson (NP) test, based on these higher-order statistics, is then studied. The performance of the NP test provides a reference for comparing suboptimal detector performances.","PeriodicalId":282153,"journal":{"name":"1996 8th European Signal Processing Conference (EUSIPCO 1996)","volume":"2 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1996-09-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"1996 8th European Signal Processing Conference (EUSIPCO 1996)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.5281/ZENODO.36021","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 2
Abstract
The paper focuses on the detection and the classification of noisy AR and ARMA processes. These two kinds of processes cannot be distinguished by means of their second-order statistics, since they are Spectrally Equivalent (SE). Higher-order statistics are shown to be an efficient tool for their detection. A Neyman-Pearson (NP) test, based on these higher-order statistics, is then studied. The performance of the NP test provides a reference for comparing suboptimal detector performances.
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
