This paper is concerned with the parameters estimation of i.i.d. random noise subjects to general Alpha stable distribution (αS) (include symmetrical and skewed distribution). We discuss the joint parameters estimation scheme for the αS random series. We firstly estimate the parameter α and σ by means of the Empirical Character Function (ECF) method. Using the deskewed transform, we next propose a new method to estimate the location parameter μ. Then, using the estimations of μ and α and with the Fractional Lower Order Moment (FLOM) method, an improved estimator of skewness parameter β is proposed. Furthermore, with the estimations of β and μ in the case of α=1 employing ECF method, a hybrid joint estimation scheme of four parameters is presented. The simulation results show that the proposed method performs well on wide region of α in estimating β and μ in comparison with traditional ECF method.
Joint Parameters Estimation for General Alpha Stable Random Noise
2008 Congress on Image and Signal Processing ; 5 ; 465-469
2008-05-01
442518 byte
Conference paper
Electronic Resource
English
Positive Alpha-Stable Distributed Parameter Estimation Based on Negative-Order Moments
British Library Online Contents | 2007
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