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基于极大值截尾和偏斜分类的Alpha-stable分布参数估计新方法 被引量：1

The Study of Parameter Estimation of Alpha-stable Distribution Based on Truncated Extreme Value and Classifying Skewness
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摘要 在分析Alpha-stable分布概率密度函数特性的基础上,充分利用Alpha-stable分布拖尾的渐进Pareto特性和不对称性,本文提出了一种新的Alpha-stable分布极大值估计方法。仿真和分析表明该方法提高了参数估计的准确性和稳定性。 With analysis of probability density function characteristic of Alpha-stable distribution, an optimization parameter estimation method based on asymptotic Pareto and asymmetric tails of Alpha-stable distribution is obtained. Simulations and analysis prove this method is more applicable and better based on extreme value, in accuracy and stability.
作者 李立 喻莉 朱光喜 白云
机构地区 华中科技大学电子与信息工程系/武汉光电国家实验室
出处 《信号处理》 CSCD 北大核心 2008年第4期574-577,共4页 Journal of Signal Processing
基金 国家自然科学基金(60502023)
关键词 Alpha-stable分布 不对称拖尾特性 参数估计 极大值截尾 偏斜分类 Alpha-stable distribution asymmetric tail parameter estimation truncated extreme value classifying skewness
分类号 O212.1 [理学—概率论与数理统计] TG42 [金属学及工艺—焊接]
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参考文献15

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同被引文献16

  • 1孙永梅,邱天爽.α稳定分布噪声下自适应信号处理的研究进展[J].信号处理,2004,20(6):618-622. 被引量：7
  • 2邹新宁,孙卫,张盟勃,万玉君.地震属性分析在岩性气藏描述中的应用[J].吉林大学学报（地球科学版）,2006,36(2):289-294. 被引量：18
  • 3邱天爽,杨志春,李小兵,陈艳霞.α稳定分布下的加权平均最小p-范数算法[J].电子与信息学报,2007,29(2):410-413. 被引量：15
  • 4陈建江,印兴耀.基于贝叶斯理论的AVO三参数波形反演[J].地球物理学报,2007,50(4):1251-1260. 被引量：75
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  • 7岳碧波.非线性/非高斯地震反方法研究[D].成都:电子科技大学,2010.
  • 8Ma X, Nikias C. Parameter Estimation and Blind Channel Identification in Impulsive Signal Environments [J]. IEEE Transactions on Signal Processing, 1995, 43(12) :2884 - 2897.
  • 9Tsihrintzis G, Nikias C. Fast Estimation of the Parameters of Alpha-Stable Impulsive Interference [J]. IEEE Transactions on Signal Processing, 1996, 44(6) :1492 - 1503.
  • 10Bodenschatz J, Nikias C. Maximum-Likelihood Symmetric a Stable Parameter Estimation [J]. IEEE Transactions on Signal Processing, 1999, 47 (5) : 1382 - 1384.

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信号处理
2008年 第4期

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