Extracting Colored Noise Statistics in Time Series via Negentropy
In the analysis of some specific time series (e.g., Global Positioning System coordinate time series, chaotic time series, human brain imaging), the noise is generally modeled as a sum of a power-law noise and white noise. Some existing softwares estimate the amplitude of the noise components using convex optimization (e.g., Levenberg-Marquadt) applied to a log-likelihood cost function. This work studies a novel cost function based on an approximation of the negentropy. Restricting the study to...[Show more]
|Collections||ANU Research Publications|
|Source:||IEEE Signal Processing Letters|
|01_Montillet_Extracting_Colored_Noise_2013.pdf||568.04 kB||Adobe PDF||Request a copy|
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