Journal of Applied Sciences

• Articles • Previous Articles     Next Articles

Estimation of Non-Gaussian Noise Parameters Using Markov Chain Monte Carlo Method

ZHANG Shu-Xia, JIANG Yu-Zhong , XU Da-yong   

  1. College of Information and Electrical Engineering, Naval University of Engineering, Wuhan 430033, China
  • Received:2007-03-30 Revised:2007-06-12 Online:2007-11-30 Published:2007-11-30

Abstract: A fast convergence Bayesian estimator of the class A model parameters is derived and calculated using the Markov Chain Monte Carlo (MCMC) procedure. This estimator can estimate the impulsive index, Gauss-to-impulsive power ratio, noise power, and hidden states of class A noise model for the channel simultaneously. The considered estimator is different from traditional estimator, which provides a novel method with low-complexity, global optimization capability and potential for parallel processing. Simulation with small sample sizes shows effectiveness of the technique.

Key words: non-Gaussian noise, class A noise, impulsive noise