峰度
脉冲响应
脉冲(物理)
中心极限定理
高斯分布
数学
高斯噪声
应用数学
统计
算法
数学分析
物理
量子力学
作者
Keito Kito,Takahiro Murakami
出处
期刊:Communications in computer and information science
日期:2014-01-01
卷期号:: 26-34
标识
DOI:10.1007/978-3-662-45289-9_3
摘要
In this paper, we propose a method of estimating an impulse response of a system by using kurtosis. The kurtosis is used for a measurement of the non-Gaussianity and the sharpness of probability distribution. The probability distribution of the sum of i.i.d. random variables is close to the Gaussian distribution in comparison with the original distribution. This theorem is called the central limit theorem. Based on the central limit theorem, we estimate the impulse response by maximizing the kurtosis of an estimated noise that is obtained from an observed signal and an input signal to the system.
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