Abstract

The paper discusses the effectiveness of the method for determining the parameters of the useful signal in the sliding window mode, provided that it is possible to obtain preliminary estimates for the noise distribution. For the statistical experiment, \(24\) samples had been generated with different ratios between the signal and noise parameters. Implementation of the computational procedures for the adaptive method in the Python programming language is proposed. For the test samples, it is demonstrated that the magnitude of the error in evaluating the parameters in the vast majority of cases does not exceed value 1 (in terms of the standard RMSE metrics). In addition, an effective two-pass method for detecting the moment of the appearance of a meaningful signal in the noisy data is proposed. The results of its operation are also demonstrated on the example of the mentioned test samples.

Keywords:

finite normal mixtures, method of moving separation of mixtures, detection, signal, noise, EM algorithm, computational algorithm

中文翻译：

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预估计高斯混合噪声的普通混合信号检测方法的效率

摘要

本文讨论了在滑动窗口模式下确定有用信号参数的方法的有效性，前提是有可能获得噪声分布的初步估计。对于统计实验，\（24 \）样本已在信号和噪声参数之间以不同比率生成。提出了用Python编程语言实现自适应方法的计算过程的实现。对于测试样本，证明了在大多数情况下评估参数时的误差幅度未超过值1（就标准RMSE度量而言）。此外，提出了一种有效的两遍方法，用于检测噪声数据中有意义信号出现的时刻。在提到的测试样品的例子中也证明了其操作结果。

关键字：

有限法向混合物，混合物的移动分离方法，检测，信号，噪声，EM算法，计算算法