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Discrete pdf estimation in the presence of noise

Yoon, Byung-Jun and Vaidyanathan, P. P. (2004) Discrete pdf estimation in the presence of noise. In: International Symposium on Circuits and Systems, 2004, (ISCAS '04), Vancouver, British Columbia, 23-26 May 2004. Vol.3. IEEE , Piscataway, NJ, III-321. ISBN 078038251X http://resolver.caltech.edu/CaltechAUTHORS:YOOiscas04

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Abstract

The problem of estimating a pdf from measurements has been widely studied by many researchers. However, most of the work was focused on estimating a probability density function of continuous random variables, especially in the absence of noise. In this paper, we consider a model for representing discrete probability density functions based on multirate dsp models. Using this model, we propose an efficient and stable scheme for pdf estimation when the measurements are corrupted by independent additive noise. This approach makes use of well-known results from multirate dsp theory, especially that of biorthogonal partners. Simulation results are given, which clearly show the advantage of the proposed method.


Item Type:Book Section
Additional Information:© 2004 IEEE. Reprinted with Permission. Work supported in part by the ONR grant N00014-99-1-1002, USA.
Subject Keywords:function approximation; mathematics computing; noise; probability; signal processing; simulation; biorthogonal partners; continuous random variables; discrete pdf estimation; independent additive noise; multirate dsp model; multirate dsp theory; noise absence; noise presence; probability density function estimation; probability density function model
Record Number:CaltechAUTHORS:YOOiscas04
Persistent URL:http://resolver.caltech.edu/CaltechAUTHORS:YOOiscas04
Alternative URL:http://dx.doi.org/10.1109/ISCAS.2004.1328748
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:9704
Collection:CaltechAUTHORS
Deposited By: Kristin Buxton
Deposited On:05 Mar 2008
Last Modified:26 Dec 2012 09:51

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