A statistical model for detecting jumps and decaying pulses in the presence of a background noise

C. M. Chan, Shiu Keung Tang, H. Wong

Research output: Journal article publicationJournal articleAcademic researchpeer-review

Abstract

A statistical modeling technique using full Bayesian approach is proposed for use in the detection of jumps and decaying pulses in the presence of background noises. Two distributions, namely, the exponential-power and the Student-t distributions, are adopted for the purpose. Results suggest that both these distributions can give accurate recovery of the instants when the abrupt changes take place if the background noise level is lower than that of the changes by 3 dB. They also indicate that the exponential-power distribution is more useful when the signal-to-noise ratio falls below 0 dB.
Original languageEnglish
Pages (from-to)498-506
Number of pages9
JournalApplied Acoustics
Volume70
Issue number3
DOIs
Publication statusPublished - 1 Mar 2009

Keywords

  • Gibbs sampling
  • Mixing parameter
  • Scale mixtures
  • Signals
  • Statistical distributions
  • Statistical modeling

ASJC Scopus subject areas

  • Acoustics and Ultrasonics

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