Ratios of quadratic forms in correlated normal variables which introduce noncentrality into the quadratic forms are considered. The denominator is assumed to be positive (with probability 1). Various serial correlation estimates such as least-squares, Yule–Walker and Burg, as well as Durbin–Watson statistics, provide important examples of such ratios. The cumulative distribution function (c.d.f...

We optimize the noise shaping behavior of color error diffusion by designing an optimized error lter based on a proposed noise shaping model for color error di usion and a generalized linear spatially-invariant model of the human visual system. Our approach allows the error lter to have matrix-valued coe cients and di use quantization error across channels in an opponent color representation. T...

Standard techniques (eg. Yule-Walker) are available for learning Auto-Regressive process models of simple, directly observable, dynamical processes. When sensor noise means that dynamics are observed only approximately, learning can still been achieved via Expectation-Maximisation (EM) together with Kalman Filtering. However, this does not handle more complex dynamics, involving multiple classe...

This paper presents a comparative study of high resolution spectral estimation methods applied to Radar Altimeter. Spectral estimation methods such as Yule-Walker, Burg, Covariance, modified Covariance, MUSIC, minimum norm, ESPRIT methods are briefly reviewed. Computer simulations have been made using a test signal with six frequencies in order to evaluate the probability of detection of each f...

This paper suggests a robust estimation procedure for the parameters of the periodic AR (PAR) models when the data contains additive outliers. The proposed robust methodology is an extension of the robust scale and covariance functions given in, respectively, Rousseeuw and Croux [29] and Ma and Genton [24], to accommodate periodicity. These periodic robust functions are used in the Yule-Walker ...

In this paper, we are estimating the pitch of telephone speech signal. We use different types of methods such us, Burg, Covariance, Fast Fourier transform, Modified Covariance, Multiple Signal Classification (MUSIC) algorithm or Eigen vector, Multi Taper method (MTM), Welch, and Yule Auto Regressive (Yule AR) , to estimate the PSD using signal processing tool box of MATLAB. The spectrum was con...

The aim of this paper, we use Stein’s method and the w-function associated with the Yule random variable to obtain a non-uniform bound for the point metric of the Yule and geometric distributions. Three numerical examples are provided to illustrate the obtained result. AMS Subject Classification: 62E17, 60F05