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Approximated fast estimator for the shape parameter of generalized Gaussian distribution

机译:广义高斯分布形状参数的近似快速估计

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摘要

Generalized Gaussian distribution (GGD) is often used to characterize the statistical behaviour of a multimedia signal [J.R. Ohm, Multimedia Communication Technology, Representation, Transmission and Identification of Multimedia Signals. Springer, Berlin, 2004]. Although, the estimation of the shape parameter can be based on the maximum likelihood method, this method is computationally demanding. The computational complexity can be reduced by the application of the moment method for the first and second absolute moments. However, this method does not result in small error for the small values of GGD shape parameter. Furthermore, the inversion function often requires storing all control points of a curve. The method presented in this paper approximates the estimation of GGD shape parameter in the range 0.3-3 keeping small relative mean square error (RMSE) for this range. The method is based oil the approximation of the moment method in four intervals. The assumed model allows a fast estimation of GGD shape parameter for real-time applications and requires storing only 12 coefficients. (C) 2005 Elsevier B.V. All rights reserved.
机译:广义高斯分布(GGD)通常用于表征多媒体信号的统计行为。欧姆,多媒体通信技术,多媒体信号的表示,传输和标识。 Springer,柏林,2004年]。尽管形状参数的估计可以基于最大似然法,但是该方法在计算上要求很高。通过对第一和第二绝对矩应用矩量法可以降低计算复杂度。但是,对于较小的GGD形状参数值,此方法不会导致较小的误差。此外,反转功能通常需要存储曲线的所有控制点。本文提出的方法在0.3-3范围内近似估计GGD形状参数,并在该范围内保持较小的相对均方误差(RMSE)。该方法是基于四个间隔的矩量法的近似值。假定的模型可以为实时应用快速估算GGD形状参数,并且仅需要存储12个系数。 (C)2005 Elsevier B.V.保留所有权利。

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