| Presentation | 2015-03-02 Estimating correlation coefficients of two super-Gaussian complex signals without phase observation Shigeki MIYABE, Nobutaka ONO, Shoji MAKINO, |
|---|---|
| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | In this paper, we describe estimation of a correlation coefficient between two complex signal sequences under the condition where the observation misses the phase. In our previous work, we formulated a probabilistic model which assumes that the complex amplitude sequences follow a bivariate complex normal distribution, and proposed a maximum likelihood estimation of the correlation coefficient by an EM algorithm which treats the phase difference as a hidden variable. However, complex signals are often super Gaussian and cause model mismatch of the Gaussian assumption, and the estimation accuracy depends on signals. In this paper, we examine an estimation robust against the model mismatch by formulating a maximum likelihood estimation adaptive to the signal shapes by assuming that the two complex amplitude sequences follow a multivariate t distribution. Experimental results reveals that the complex t distribution model is not always better than the complex normal distribution model depending on the signals, but by selecting the appropriate model, the maximum likelihood estimation can obtain the better result than a straightforward amplitude correlation estimator. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | correlation coefficient / maximum likelihood estimation / EM algorithm / super Gaussianity |
| Paper # | EA2014-75,SIP2014-116,SP2014-138 |
| Date of Issue |
| Conference Information | |
| Committee | EA |
|---|---|
| Conference Date | 2015/2/23(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | |
| Chair | |
| Vice Chair | |
| Secretary | |
| Assistant | |
| Paper Information | |
| Registration To | Engineering Acoustics (EA) |
|---|---|
| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Estimating correlation coefficients of two super-Gaussian complex signals without phase observation |
| Sub Title (in English) | |
| Keyword(1) | correlation coefficient |
| Keyword(2) | maximum likelihood estimation |
| Keyword(3) | EM algorithm |
| Keyword(4) | super Gaussianity |
| 1st Author's Name | Shigeki MIYABE |
| 1st Author's Affiliation | Life Science Center of Tsukuba Advanced Research Alliance, University of Tsukuba() |
| 2nd Author's Name | Nobutaka ONO |
| 2nd Author's Affiliation | Principles of Informatics Research Division, National Institute of Informatics:School of Multidisciplinary Sciences, The Graduate University for Advanced Studies (SOKENDAI) |
| 3rd Author's Name | Shoji MAKINO |
| 3rd Author's Affiliation | Life Science Center of Tsukuba Advanced Research Alliance, University of Tsukuba |
| Date | 2015-03-02 |
| Paper # | EA2014-75,SIP2014-116,SP2014-138 |
| Volume (vol) | vol.114 |
| Number (no) | 473 |
| Page | pp.pp.- |
| #Pages | 6 |
| Date of Issue | |