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Estimation Bayésienne non Paramétrique de Systèmes Dynamiques en Présence de Bruits Alpha-Stables

Abstract : In signal processing literature, noise's sources are often assumed to be Gaussian. However, in many fields the conventional Gaussian noise assumption is inadequate and can lead to the loss of resolution and/or accuracy. This is particularly the case of noise that exhibits impulsive nature. The latter is found in several areas, especially telecommunications. α-stable distributions are suitable for modeling this type of noise. In this context, the main focus of this thesis is to propose novel methods for the joint estimation of the state and the noise in impulsive environments. Inference is performed within a Bayesian framework using sequential Monte Carlo methods. First, this issue has been addressed within an OFDM transmission link assuming a symmetric α-stable model for channel distortions. For this purpose, a particle filter is proposed to include the joint estimation of the transmitted OFDM symbols and the noise parameters. Then, this problem has been tackled in the more general context of nonlinear dynamic systems. A flexible Bayesian nonparametric model based on Dirichlet Process Mixtures is introduced to model the α-stable noise. Moreover, sequential Monte Carlo filters based on efficient importance densities are implemented to perform the joint estimation of the state and the unknown measurement noise density
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Submitted on : Monday, January 13, 2014 - 4:35:17 PM
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  • HAL Id : tel-00929691, version 1



Nouha Jaoua. Estimation Bayésienne non Paramétrique de Systèmes Dynamiques en Présence de Bruits Alpha-Stables. Autre. Ecole Centrale de Lille, 2013. Français. ⟨NNT : 2013ECLI0003⟩. ⟨tel-00929691⟩



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