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Estimation of signals in colored non gaussian noise based on Gaussian Mixture models

Pradeepa, R and Anand, GV (2006) Estimation of signals in colored non gaussian noise based on Gaussian Mixture models. In: IEEE Nonlinear Statistical Signal Processing Workshop,, SEP 13-15, 2006, Cambridge,England, pp. 17-20.

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Non-Gaussianity of signals/noise often results in significant performance degradation for systems, which are designed using the Gaussian assumption. So non-Gaussian signals/noise require a different modelling and processing approach. In this paper, we discuss a new Bayesian estimation technique for non-Gaussian signals corrupted by colored non Gaussian noise. The method is based on using zero mean finite Gaussian Mixture Models (GMMs) for signal and noise. The estimation is done using an adaptive non-causal nonlinear filtering technique. The method involves deriving an estimator in terms of the GMM parameters, which are in turn estimated using the EM algorithm. The proposed filter is of finite length and offers computational feasibility. The simulations show that the proposed method gives a significant improvement compared to the linear filter for a wide variety of noise conditions, including impulsive noise. We also claim that the estimation of signal using the correlation with past and future samples leads to reduced mean squared error as compared to signal estimation based on past samples only.

Item Type: Conference Paper
Publisher: IEEE
Additional Information: Copyright 2006 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.
Department/Centre: Division of Electrical Sciences > Electrical Communication Engineering
Date Deposited: 31 Aug 2010 05:32
Last Modified: 19 Sep 2010 06:12
URI: http://eprints.iisc.ac.in/id/eprint/30450

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