© The Institution of Engineering and Technology
The closed-form probability density for the envelope of multiplicative noise, both for the zero and nonzero mean case, is considered. The distribution parameters are determined using a curve fitting optimisation that shows excellent agreement between the measured and parametric form of the density function.
References
-
-
1)
-
1. Bae, J., Song, I.: ‘Rank-based detection of weak random signals in multiplicative noise’, Elsevier Signal Process., 1997, 63, pp. 121–131.
-
2)
-
5. Forsythe, K., Goodman, J., Miller, B.: ‘Analog-to-Information Study Phase A2I-1’, , 2007, October.
-
3)
-
6. Nocedal, J.: ‘Numerical optimization’ (Springer, New York, 2000).
-
4)
-
7. Muirhead, R.: ‘Aspects of multivariate statistical theory’ (Wiley and Sons, New York, 1981).
-
5)
-
3. Goodman, J., Herman, M., Bond,, B., Miller, B.: ‘A log-frequency approach to the identification of the Wiener-Hammerstein model’, IEEE Signal Process. Lett., 2009, 16, pp. 889–892 (doi: 10.1109/LSP.2009.2026460).
-
6)
-
4. Houghton, A.W., Reeve, C.D.: ‘Detection of spread-spectrum signals using the time-domain filtered cross spectral density’, IEE Proc., Radar Sonar Navig., 1995, 6, pp. 286–292 (doi: 10.1049/ip-rsn:19952150).
-
7)
-
8. Fante, R.L.: ‘Central limit theorem: use with caution’, IEEE Trans. Aerosp. Electron. Syst., 2001, 37, pp. 739–740 (doi: 10.1109/7.937486).
-
8)
-
2. Bioucas-Dias, J., Figueiredo, M.: ‘Multiplicative noise removal using variable splitting and constrained optimization’, IEEE Trans. Signal Process., 2010, 19, pp. 1720–1730.
-
9)
-
A.W. Houghton ,
C.D. Reeve
.
Detection of spread-spectrum signals using time-domain filtered cross spectral density.
IEE Proc., Radar Sonar Navig.
,
286 -
292
-
10)
-
J. Bioucas-Dias ,
M. Figueiredo
.
Multiplicative noise removal using variable splitting and constrained optimization.
IEEE Trans. Signal Process.
,
1720 -
1730
-
11)
-
J. Bae ,
I. Song
.
Rank-based detection of weak random signals in multiplicative noise.
Elsevier Signal Process.
,
121 -
131
-
12)
-
R. Muirhead
.
(1982)
Aspects of multivariate statistical theory.
-
13)
-
J. Goodman ,
M. Herman ,
B. Bond ,
B. Miller
.
A log-frequency approach to the identification of the Wiener-Hammerstein model.
IEEE Signal Process. Lett.
,
889 -
892
-
14)
-
J. Nocedal ,
S.J. Wright
.
(1999)
Numerical optimization.
-
15)
-
Forsythe, K., Goodman, J., Miller, B.: `Analog-to-Information Study Phase A2I-1', October 2007, MIT Lincoln Laboratory Technical Report.
-
16)
-
R.L. Fante
.
Central limit theorem: use with caution.
IEEE Trans. Aerosp. Electron. Syst.
,
739 -
740
http://iet.metastore.ingenta.com/content/journals/10.1049/el.2012.3072
Related content
content/journals/10.1049/el.2012.3072
pub_keyword,iet_inspecKeyword,pub_concept
6
6