Sonar Signal Processing
Time Series Analysis: Forecasting and Control
Time Series Analysis: Forecasting and Control
Topics in Non-Gaussian Signal Processing
Topics in Non-Gaussian Signal Processing
Arbitrage pricing theory-based Gaussian temporal factor analysis for adaptive portfolio management
Decision Support Systems - Special issue: Data mining for financial decision making
Maximum-likelihood direction-of-arrival estimation in the presenceof unknown nonuniform noise
IEEE Transactions on Signal Processing
Dual multivariate auto-regressive modeling in state space for temporal signal separation
IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics
Radar detection algorithm for GARCH clutter model
Digital Signal Processing
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We propose a new method for practical non-Gaussian and nonstationary underwater noise modeling. This model is very useful for passive sonar in shallow waters. In this application, measurement of additive noise in natural environment and exhibits shows that noise can sometimes be significantly non-Gaussian and a time-varying feature especially in the variance. Therefore, signal processing algorithms such as direction-finding that is optimized for Gaussian noisemay degrade significantly in this environment. Generalized autoregressive conditional heteroscedasticity (GARCH) models are suitable for heavy tailed PDFs and time-varying variances of stochastic process. We use a more realistic GARCH-based noise model in the maximum-likelihood approach for the estimation of direction-of-arrivals (DOAs) of impinging sources onto a linear array, and demonstrate using measured noise that this approach is feasible for the additive noise and direction finding in an underwater environment.