Two approaches to adaptation of sample myriad to characteristics of SαS distribution data

Authors:
Alexey A. Roenko;Vladimir V. Lukin;Igor Djurovic
Affiliations:
National Aerospace University, Department of Signal Reception, Transmission and Processing, Kharkov, 17 Chkalova St., 61070 Kharkov, Ukraine;National Aerospace University, Department of Signal Reception, Transmission and Processing, Kharkov, 17 Chkalova St., 61070 Kharkov, Ukraine;University of Montenegro, Electrical Engineering Department, Cetinsky put bb, 81000 Podgorica, Montenegro
Venue:
Signal Processing
Year:
2010

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Abstract

This paper deals with theoretical and numerical simulation based analysis of sample myriad properties for a family of symmetric @a-stable (S@aS) distributions often used for modeling noise in natural environments. The theoretically optimal values of a sample myriad tunable parameter k in the sense of minimal asymptotic variance are obtained. Two practical approaches are proposed to adapt the parameter k to S@aS distribution characteristics for data samples of a limited size. Statistical properties of the developed approaches are studied for cases of a priori unknown parameters of S@aS distribution. A practical application where the proposed approaches can be useful is considered.