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Keywords
(8)
Autoregressive Model
Autoregressive Process
Indexing Terms
Power Spectral Density
Probability Density Function
Random Variable
Spectral Analysis
Time Series Model
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Joint probability density function estimation by spectral estimate methods
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Modelbased probability density function estimation
Modelbased probability density function estimation,10.1109/97.735424,IEEE Signal Processing Letters,Steven Kay
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Modelbased probability density function estimation
(
Citations: 12
)
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Steven Kay
Noting that the
probability density function
of a continuous
random variable
has similar properties to a power spectral density, a new class of
probability density function
estimators is described. The specific model examined is the autoregressive model, although the extension to other
time series
models is evident. An example is given to illustrate the approach
Journal:
IEEE Signal Processing Letters  IEEE SIGNAL PROCESS LETT
, vol. 5, no. 12, pp. 318320, 1998
DOI:
10.1109/97.735424
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Citation Context
(6)
...Kay preciously proposed a modelbased estimator [
1
] with better performance in that region, which, however, could only be employed for estimating the distribution with symmetric PDF...
...Equation (2) is called sample moment estimator [
1
] or the sample CF [3] . Through (1) and (2), the PDF becomes...
...In Gaussianmixture distribution [
1
] simulation part, we also compared the proposed estimator with Kay’s modelbased estimator...
Junhao Xie
,
et al.
Probability Density Function Estimation Based on Windowed Fourier Tran...
...Noting the close relationship between a pdf and a psd we can obtain an autocorrelation function whose Fourier transform is a scaled version of the desired pdf [
5
]...
David Luengo
,
et al.
Underdetermined blind separation of sparse sources with instantaneous ...
...ARPDF estimation was also discussed in [
13
] and [14]...
JeanFrançois Bercher
,
et al.
Estimating the entropy of a signal with applications
...In this paper, we exploit the parallelism between the probability density function (PDF) of a random variable and the power spectral density (PSD) of a related random process [6,
7
]. Once the problem is formulated in this way, any spectral estimation technique can be applied to estimate the mixing matrix...
...(5) This is equation shows the way to estimate PDF’s using spectral estimation techniques [6,
7
]: if we are able to determine the sequence φΩ[k], its PSD evaluated in the interval [−π, π] will be the PDF of Ω. Next we show how to find φΩ[k]...
L. Vielva
,
et al.
ESTIMATION OF THE MIXING MATRIX FOR UNDERDETERMINED BLIND SOURCE SEPAR...
...For instance, in [8] the authors proposed to use nonparametric estimators of the PSD to estimate the PDF and in [4,
9
] the PDF is modeled as an autoregressive (AR) process...
...For instance, this analogy is exploited in [8,
9
] to estimate the PDF and in [4] to estimate the entropy of a RV based on parametric and nonparametric PSD estimators...
David Ram
,
et al.
ENTROPY AND KULLBACKLEIBLER DIVERGENCE ESTIMATION BASED
References
(3)
time series: theory and methods
(
Citations: 1903
)
P. Brockwell
,
R. Davis
Published in 1991.
Signal Detection in NonGaussian Noise
(
Citations: 350
)
S. A. Kassam
Published in 1988.
Modern Spectral Estimation: Theory and Application
(
Citations: 982
)
S. M. Kay
Published in 1988.
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Citations
(12)
Entropybased robust spectrum sensing in cognitive radio
(
Citations: 2
)
Y. Zhang
,
Q. Zhang
,
S. Wu
Journal:
Iet Communications  IET COMMUN
, vol. 4, no. 4, 2010
Multiscale density estimation with errors in variables
(
Citations: 1
)
Laurent Cavalier
,
Marc Raimondo
Journal:
Journal of The Korean Statistical Society  J KOREAN STAT SOC
, vol. 39, no. 4, pp. 417429, 2010
Probability Density Function Estimation Based on Windowed Fourier Transform of Characteristic Function
Junhao Xie
,
Zexun Wang
Conference:
Congress on Image and Signal Processing  CISP
, 2009
A general solution to blind inverse problems for sparse input signals
(
Citations: 2
)
David Luengo
,
Ignacio Santamaría
,
Luis Vielva
Journal:
Neurocomputing  IJON
, vol. 69, no. 13, pp. 198215, 2005
Rational characteristic functions and Markov chains: application to modeling probability density functions
Josep Vidal
,
Antonio Bonafonte
,
Natalia Fernández
Journal:
Signal Processing
, vol. 84, no. 12, pp. 22872296, 2004