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Fractional Order Statistical Signal Processing

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Fractional Order Signal Processing

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Abstract

The first part of this chapter introduces the different forms of Kalman filter for fractional order systems. The latter part deals with signal processing with fractional lower order moments for \(\alpha \text{-} \hbox{stable}\) processes. Some methods of parameter estimation of different \(\alpha \text{-} \hbox{stable}\) processes are reported. The concept of covariation, which is analogous to covariance for Gaussian signal processing, is introduced and its properties and methods of estimation are discussed.

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Authors and Affiliations

  1. Department of Power Engineering, School of Nuclear Studies and Applications, Jadavpur University, Salt Lake Campus, LB-8, Sector 3, Kolkata, West Bengal, 700098, India

    Saptarshi Das

  2. Department of Power Engineering, Jadavpur University, Salt Lake Campus, LB-8, Sector 3, Kolkata, West Bengal, 700098, India

    Indranil Pan

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  1. Saptarshi Das
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  2. Indranil Pan
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Das, S., Pan, I. (2012). Fractional Order Statistical Signal Processing. In: Fractional Order Signal Processing. SpringerBriefs in Applied Sciences and Technology(). Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-23117-9_6

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  • DOI: https://doi.org/10.1007/978-3-642-23117-9_6

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-23116-2

  • Online ISBN: 978-3-642-23117-9

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