کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
6951821 1451705 2018 14 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Interpreting the asymptotic increment of Jeffrey's divergence between some random processes
ترجمه فارسی عنوان
تفسیر افزایش آشفتگی واگرایی جفری بین برخی از فرآیندهای تصادفی
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر پردازش سیگنال
چکیده انگلیسی
In signal and image processing, Jeffrey's divergence (JD) is used in many applications for classification, change detection, etc. The previous studies done on the JD between ergodic wide-sense stationary (WSS) autoregressive (AR) and/or moving average (MA) processes state that the asymptotic JD increment, which is the difference between two JDs based on k and (k−1)-dimensional random vectors when k becomes high, tends to a constant value, except JDs which involve a 1st-order MA process whose power spectral density (PSD) is null for one frequency. In this paper, our contribution is threefold. We first propose an interpretation of the asymptotic JD increment for ergodic WSS ARMA processes: it consists in calculating the power of the first process filtered by the inverse filter associated with the second process and conversely. This explains the atypical cases identified in previous works and generalizes them to any ergodic WSS ARMA process of any order whose PSD is null for one or more frequencies. Then, we suggest comparing other random processes such as noisy sums of complex exponentials (NSCE) by using the JD. In this case, the asymptotic JD increment and the convergence speed towards the asymptotic JD are useful to compare the processes. Finally, NSCE and pth-order AR processes are compared. The parameters of the processes, especially the powers of the processes, have a strong influence on the asymptotic JD increment.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Digital Signal Processing - Volume 75, April 2018, Pages 120-133
نویسندگان
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