Afficher la notice abrégée

dc.rights.licenseopenen_US
hal.structure.identifierLaboratoire de l'intégration, du matériau au système [IMS]
dc.contributor.authorGRIVEL, Eric
dc.date.accessioned2022-07-13T12:26:53Z
dc.date.available2022-07-13T12:26:53Z
dc.date.issued2022-04
dc.identifier.issn1051-2004en_US
dc.identifier.urioai:crossref.org:10.1016/j.dsp.2022.103436
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/140478
dc.description.abstractEnThe purpose of this paper is first to derive the expressions of various divergences that can be expressed from the Chernoff coefficient in order to compare two probability density functions of vectors storing k consecutive samples of a sum of complex exponentials disturbed by an additive white noise. This includes the Chernoff divergence and the α-divergence for instance. Tsallis, reversed Tsallis and Sharma-Mittal divergences are also addressed as well as the β-, γ- and αγ-divergences. The behaviors of the divergences are studied when k increases and tends to infinity. Depending on the divergence used, the divergence rate or the asymptotic normalized increment is considered. Expressions that encompass the divergence rate or the asymptotic normalized increment of the divergences are also given. Comments and illustrations to compare random processes are then given. This study makes it possible to show the advantages of the Kullback-Leibler divergence when studying this type of process.
dc.language.isoENen_US
dc.sourcecrossref
dc.subject.enKullback-Leibler divergence
dc.subject.enChernoff coefficient
dc.subject.enDivergence rate
dc.subject.enProcess comparison
dc.subject.enSum of noisy complex exponentials
dc.title.enAnalysis of families of divergences to compare Gaussian processes modeled by sums of complex exponentials disturbed by additive white noises
dc.typeArticle de revueen_US
dc.identifier.doi10.1016/j.dsp.2022.103436en_US
dc.subject.halMathématiques [math]/Analyse numérique [math.NA]en_US
bordeaux.journalDigital Signal Processingen_US
bordeaux.page103436en_US
bordeaux.volume123en_US
bordeaux.hal.laboratoriesLaboratoire d’Intégration du Matériau au Système (IMS) - UMR 5218en_US
bordeaux.institutionUniversité de Bordeauxen_US
bordeaux.institutionBordeaux INPen_US
bordeaux.institutionCNRSen_US
bordeaux.peerReviewedouien_US
bordeaux.inpressnonen_US
bordeaux.import.sourcedissemin
hal.identifierhal-03539755
hal.version1
hal.date.transferred2022-07-13T12:26:54Z
hal.exporttrue
workflow.import.sourcedissemin
dc.rights.ccPas de Licence CCen_US
bordeaux.COinSctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Digital%20Signal%20Processing&rft.date=2022-04&rft.volume=123&rft.spage=103436&rft.epage=103436&rft.eissn=1051-2004&rft.issn=1051-2004&rft.au=GRIVEL,%20Eric&rft.genre=article


Fichier(s) constituant ce document

FichiersTailleFormatVue

Il n'y a pas de fichiers associés à ce document.

Ce document figure dans la(les) collection(s) suivante(s)

Afficher la notice abrégée