Log likelihood ratio distortion measures for scalar time varying and stationary vector processes

Ilan D. Shallom, Felix A. Flomen, Arnon Cohen

Research output: Contribution to conferencePaperpeer-review

2 Scopus citations

Abstract

In this paper, two distortion measures, based on the well known statistical Log Likelihood Ratio (LLR) criterion are presented. The first one is developed for non-stationary scalar processes, represented by a Time Varying Autoregressive (TV AR) model and the second for stationary vector processes, represented by a Multichannel Autoregressive (MC AR) model. The asymptotic distribution of the proposed measures is briefly discussed.

Original languageEnglish
DOIs
StatePublished - 1 Jan 1989
Event16th Conference of Electrical and Electronics Engineers in Israel, EEIS 1989 - Tel-Aviv, Israel
Duration: 7 Mar 19899 Mar 1989

Conference

Conference16th Conference of Electrical and Electronics Engineers in Israel, EEIS 1989
Country/TerritoryIsrael
CityTel-Aviv
Period7/03/899/03/89

ASJC Scopus subject areas

  • Software
  • Computer Networks and Communications
  • Signal Processing
  • Electrical and Electronic Engineering
  • Instrumentation

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