Paper Info
Title
Copulas for statistical signal processing (Part II): Simulation, optimal selection and practical applications.
Abstract
This paper presents algorithms for generating random variables for exponential/Rayleigh/Weibull, Nakagami-m and Rician copulas with any desired copula parameter(s), using the direct conditional cumulative distribution function method and the complex Gaussian distribution method. Moreover, a novel method for optimal copula selection is also proposed, based on the criterion that for a given series of copulas, the optimal copula will have its copula density based mutual information closest to the corresponding bivariate distribution based mutual information. The corresponding bivariate distribution is the bivariate distribution that is used to derive this copula. Akaike information criterion (AIC) and Bayes' information criterion (BIC) are compared with the proposed mutual information based criterion for optimal copula selection. In addition, several case studies are also presented to further validate the effectiveness of the copulas, which include dual branch selection combining diversity using Nakagami-m, exponential/Rayleigh/Weibull and Rician copulas with different marginal distributions as in real applications.
Year
DOI
Venue
2014
10.1016/j.sigpro.2013.07.006
Signal Processing
Keywords
Field
DocType
complex gaussian distribution method,optimal copula selection,optimal copula,rician copula,copula parameter,part ii,corresponding bivariate distribution,optimal selection,copula density,practical application,mutual information,statistical signal processing,akaike information criterion,bivariate distribution,copulas
Applied mathematics,Mathematical optimization,Akaike information criterion,Joint probability distribution,Copula (linguistics),Copula (probability theory),Weibull distribution,Mutual information,Statistics,Complex normal distribution,Mathematics,Marginal distribution
Journal
Volume
ISSN
Citations 
94
0165-1684
0
PageRank 
References 
Authors
0.34
8
5
Name
Order
Citations
PageRank
Xuexing Zeng141.09
Jinchang Ren2114488.54
Meijun Sun37411.77
Stephen Marshall4352.81
Tariq Durrani5143.86