A test of homogeneity for autoregressive processes

被引：3
|
作者：
Gómez, RMP
Drouiche, K
机构：
[1] Univ Cergy Pontoise, CNRS, ESA 8089, F-95301 Neuville Sur Oise, France
[2] Univ Politecn Madrid, Dept Arquitectura & Tecnol Sistemas Informat, E-28040 Madrid, Spain
来源：
INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING | 2002年 / 16卷 / 03期
关键词：
autoregressive process; distribution; homogeneity test; proportionality; speech detection; randomness;
D O I：
10.1002/acs.697
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In this paper, we introduce a new hypothesis test to determine whether or not two spectral densities are proportional. We deliberately limit our study to autoregressive processes and derive the asymptotic behaviour of the test. A test for auto regressive coefficient nullity or randomness is deduced. We derive asymptotic behaviour for these tests and show the usefulness of our test to detect speech in a noisy environment. Copyright (C) 2002 John Wiley Sons, Ltd.
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页码：231 / 242
页数：12
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