Optimal Decomposition and Classification of Linear Mixtures of ARMA Processes

Abstract

Abstract: We consider the problem of detecting and classifying an unknown number of multiple simultaneous Gaussian autoregressive-moving average (ARMA) signals with unknown variances given a finite length observation of their sum and a dictionary of candidate ARMA models. We introduce the concept of mixture of ARMA ( ARMA) process and show that the… (More)

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Cite this paper

@inproceedings{Couvreur2007OptimalDA, title={Optimal Decomposition and Classification of Linear Mixtures of ARMA Processes}, author={Christophe Couvreur and Yoram Breslery and Yoram Bresler}, year={2007} }