Adaptive detection of normal mixture signals with pre-estimated Gaussian mixture noiseстатьяИсследовательская статья
Статья опубликована в журнале из списка RSCI Web of Science
Информация о цитировании статьи получена из
Web of Science,
Scopus
Статья опубликована в журнале из перечня ВАК
Статья опубликована в журнале из списка Web of Science и/или Scopus
Дата последнего поиска статьи во внешних источниках: 25 октября 2021 г.
Аннотация:The paper describes the adaptive method of estimating the parameters of the distribution of the
useful signal under the assumption that the noise distribution one can be pre-estimated previously. It is based on the method of moving separation of the finite normal mixtures and implemented for the estimating both signal-noise and signal distribution parameters. We assume that the probability distribution of the signal, signal with noise and “pure” noise can be presented in form of finite normal mixtures. Also, a method for change point detection based on testing the homogeneity hypothesis using the Kolmogorov criterion is proposed.