Abstract
We study an alternative to the Bessel K form (BKF) distribution that results when instead of gamma, the scale random variable in the Gaussian scale mixture (GSM) parameterization follows a generalized exponential distribution. The new distribution is expressed as a sum of simpler Laplace densities. Some properties of this distribution are provided. We investigate parameter estimation under the additive Gaussian noise model using simple cascades of estimators. Exact and approximate Bayesian estimators are derived for the generalized K form (GKF) in the spherically contoured case that make use of the generalized incomplete Gamma function.
Original language | English (US) |
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Pages (from-to) | 452-461 |
Number of pages | 10 |
Journal | International Journal of Modelling and Simulation |
Volume | 30 |
Issue number | 4 |
DOIs | |
State | Published - 2010 |
Keywords
- Bessel K form
- Generalized exponential
- MAP
- MMSE
ASJC Scopus subject areas
- Mechanics of Materials
- Electrical and Electronic Engineering
- Hardware and Architecture
- Industrial and Manufacturing Engineering
- Modeling and Simulation