Title: Modeling of nonlinear colored noise in stable distribution environments
Abstract: Stable processes can better model the impulsive random signals and noises in physical observations. This paper briefly introduces the statistical characteristics of a stable distribution, describes its spectral representation, proposes a new different spectral density from power spectrum density of second order processes, thus we can get a new concept of stable white noise based on a covariation sequence and covariation spectrum, which generalizes the conventional Gaussian white noise based on second order statistics. In addition, we propose a new technique for the estimation of the parameters of PAR (polynomial autoregressive) nonlinear colored noise processes with stable white noise innovations in PAR nonlinear systems.
Publication Year: 2005
Publication Date: 2005-08-16
Language: en
Type: article
Indexed In: ['crossref']
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