SIGNAL ANALYSIS METHOD WITH NON-GAUSSIAN AUTO-REGRESSIVE MODEL

摘要

A signal analysis method including a non-Gaussian auto-regressive model, wherein an input to the autoregressive model (AR) is modelled as a sequence of symbols (I) from a finite alphabet by a finite state stochastic model (FSSM). Probability density functions (pdf) of an input (X) at each time instant are Gaussian pdfs with the same variance (sSUP2/SUP