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On the Description of Spectrogram Probabilities With a Chi-Squared Law

机译:用卡方定律描述频谱图概率

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Given a correlated Gaussian signal, may a chi-squared law of probability always be used to describe a spectrogram coefficient distribution? If not, would a “chi-squared description” lead to an acceptable amount of error when detection problems are to be faced in the time–frequency domain? These two questions prompted the study reported in this paper. After deriving the probability distribution of spectrogram coefficients in the context of a noncentered Gaussian correlated signal, the Kullback–Leibler divergence is first used to evaluate to what extent the nonwhiteness of the signal and the Fourier analysis window impact the probability distribution of the spectrogram. To complete the analysis, a detection task formulated as a binary hypothesis test is considered. We evaluate the error committed on the probability of false alarm when the likelihood ratio test is expressed with chi-squared laws. From these results, a chi-squared description of the spectrogram distribution appears accurate when the analysis window used to construct the spectrogram decreases to zero at its boundaries, regardless of the level of correlation contained in the signal. When other analysis windows are used, the length of the window and the correlation contained in the analyzed signal impact the validity of the chi-squared description.
机译:给定相关的高斯信号,是否总是可以使用卡方概率定律来描述频谱图系数分布?如果不是,当在时频域中面临检测问题时,“卡方描述”会导致可接受的误差量吗?这两个问题促使本文进行了研究报告。在非中心高斯相关信号的背景下得出频谱图系数的概率分布之后,首先使用Kullback-Leibler散度评估信号的非白度和傅立叶分析窗口在多大程度上影响频谱图的概率分布。为了完成分析,考虑了以二进制假设检验形式表示的检测任务。当用卡方定律表示似然比检验时,我们评估错误警报概率所犯的错误。从这些结果可以看出,当用于构造频谱图的分析窗口在边界处减小到零时,无论信号中包含的相关程度如何,频谱图分布的卡方描述看起来都是准确的。当使用其他分析窗口时,窗口的长度和所分析信号中包含的相关性会影响卡方描述的有效性。

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