Estimation of time-varying autoregressive symmetric alpha stable processes by particle filters

@article{Genaga2005EstimationOT,
  title={Estimation of time-varying autoregressive symmetric alpha stable processes by particle filters},
  author={Deniz Gençaga and Ercan Engin Kuruoglu and Aysin Ert{\"u}z{\"u}n},
  journal={2005 13th European Signal Processing Conference},
  year={2005},
  pages={1-4}
}
In the last decade alpha-stable distributions have become a standard model for impulsive data. Especially the linear symmetric alpha-stable processes have found applications in various fields. When the process parameters are time-invariant, various techniques are available for estimation. However, time-invariance is an important restriction given that in many communications applications channels are time-varying. For such processes, we propose a relatively new technique, based on particle… CONTINUE READING