Application of the variance-covariance matrix in natural exponential to identify noise in signal.
Taher Ben Arab, Faculté des Sciences de Sfax, Laboratoire de probabilités et statistique
jeudi 24 mai 2012 à 14h00
In this talk, we introduce the notion of trace variance function which is the trace of the variance-covariance matrix. This trace variance function characterizes the Natural Exponential Family (NEF). We apply this characterization in order to estimate the distribution which belonging to some NEF. The proposed estimator of this trace variance function converges almost surely towards the trace function. We applied the proposed estimator to identify the noise in a received signal.