Estimation of Shape Parameter of GGD Function by Negentropy Matching

  title={Estimation of Shape Parameter of GGD Function by Negentropy Matching},
  author={Rajkishore Prasad and Hiroshi Saruwatari and Kiyohiro Shikano},
  journal={Neural Processing Letters},
In this paper we present a novel method for the estimation of the shape parameter of the Generalized Gaussian Distribution (GGD) function for the leptokurtic and Gaussian signals by matching negentropy of GGD function and that of data approximated by some non-polynomial functions. The negentropy of GGD function is monotonic function of its shape parameter for values corresponding to super-Gaussian and Gaussian distribution family. The simulation results have been compared with those obtained by… CONTINUE READING
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