PARAMETER ESTIMATION FOR THE GENERALIZED GAUSSIAN NOISE MODEL

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dc.contributor.advisorAazhang, Behnaamen_US
dc.creatorVaranasi, Mahesh Kumaren_US
dc.date.accessioned2007-08-20T23:39:41Zen_US
dc.date.available2007-08-20T23:39:41Zen_US
dc.date.issued1987en_US
dc.description.abstractThe primary objective of this study is to propose an estimator of the parameters of the generalized Gaussian noise model with desirable asymptotic properties, namely, asymptotic consistency and asymptotic efficiency. Three estimators are proposed and analyzed. The relative merits and demerits of these estimators are pointed out through an analysis of their asymptotic variances and the computational complexity involved in each estimation procedure. It will be established that while the moment-method is computationally expedient, the maximum likelihood estimator is asymptotically efficient. In addition, the asymptotic relative efficiency of the moment-method with respect to the efficient likelihood estimator is found to be high in the region of the parameter space of practical interest. The maximum likelihood estimation procedure, on the other hand, is found to be computationally cumbersome. The use of the moment-method estimator as a first approximation leads to a computationally expedient and asymptotically consistent and efficient moment/Newton-step estimator.en_US
dc.format.mimetypeapplication/pdfen_US
dc.identifier.callnoTHESIS E.E. 1987 VARANASIen_US
dc.identifier.citationVaranasi, Mahesh Kumar. "PARAMETER ESTIMATION FOR THE GENERALIZED GAUSSIAN NOISE MODEL." (1987) Master’s Thesis, Rice University. <a href="https://hdl.handle.net/1911/17023">https://hdl.handle.net/1911/17023</a>.en_US
dc.identifier.urihttps://hdl.handle.net/1911/17023en_US
dc.language.isoengen_US
dc.rightsCopyright is held by the author, unless otherwise indicated. Permission to reuse, publish, or reproduce the work beyond the bounds of fair use or other exemptions to copyright law must be obtained from the copyright holder.en_US
dc.subjectElectronicsen_US
dc.subjectElectrical engineeringen_US
dc.titlePARAMETER ESTIMATION FOR THE GENERALIZED GAUSSIAN NOISE MODELen_US
dc.typeThesisen_US
dc.type.materialTexten_US
thesis.degree.departmentElectrical Engineeringen_US
thesis.degree.disciplineEngineeringen_US
thesis.degree.grantorRice Universityen_US
thesis.degree.levelMastersen_US
thesis.degree.nameMaster of Scienceen_US
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