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Article Dans Une Revue IEEE Signal Processing Letters Année : 2024

Generalization of whittle's formula to compound-gaussian processes

Résumé

This letter presents an extension of the wellknown Whittle’s formula for the asymptotic Fisher information matrix (FIM) on the power spectrum parameters of zeromean stationary Gaussian processes to compound Gaussian processes (CGP). The new formula includes a corrective factor that depends on the considered CG distribution, in addition to the usual Gaussian term.
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Dates et versions

hal-04360492 , version 1 (21-12-2023)
hal-04360492 , version 2 (19-01-2024)
hal-04360492 , version 3 (14-02-2024)

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Jean-Pierre Delmas, Habti Abeida. Generalization of whittle's formula to compound-gaussian processes. IEEE Signal Processing Letters, In press, pp.746-750. ⟨10.1109/LSP.2024.3367185⟩. ⟨hal-04360492v3⟩
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