Discrete probability density estimation using multirate DSP models
نویسندگان
چکیده
We propose a model based approach for estimation of probability mass functions for discrete random variables. The model is based on tools from multirate signal processing. Similar in principle to the kernel based methods, the approach takes advantage of well-known results from multirate signal processing theory. Similarities to and differences from wavelet based appoaches is also indicated where appropriate. In the final form, the probability estimates are obtained by filtering the square root of the histogram through a multirate system whose components are biorthogonal partners of each other.
منابع مشابه
Improved Estimation of Discrete Probability Density Functions Using Multirate Models
For many decades, the problem of estimating a pdf based on measurements has been of interest to many researchers. Even though much work has been done in the area of pdf estimation, most of it was focused on the continuous case. In this paper, we propose a new model based approach for estimating a discrete probability density function. This approach is based on multirate dsp theory, and it has s...
متن کاملWavelet Based Estimation of the Derivatives of a Density for a Discrete-Time Stochastic Process: Lp-Losses
We propose a method of estimation of the derivatives of probability density based on wavelets methods for a sequence of random variables with a common one-dimensional probability density function and obtain an upper bound on Lp-losses for such estimators. We suppose that the process is strongly mixing and we show that the rate of convergence essentially depends on the behavior of a special quad...
متن کاملA continuous approximation fitting to the discrete distributions using ODE
The probability density functions fitting to the discrete probability functions has always been needed, and very important. This paper is fitting the continuous curves which are probability density functions to the binomial probability functions, negative binomial geometrics, poisson and hypergeometric. The main key in these fittings is the use of the derivative concept and common differential ...
متن کاملPart III: Polynomial-Based Interpolation for DSP Applications
Part III: Polynomial-Based Interpolation for DSP Applications • This pile of lecture notes is mainly based on the research work done by Jussi Vesma and the lecturer during the last three years. • Many thanks to Jussi Vesma for his help in preparing this pile of lecture notes. • If there is some interest to get the pile of lecture notes of the overall course, please contact Tapio Saramäki using ...
متن کاملA synthesis tool for the multiplierless realization of FIR-based multirate DSP systems
In this study, a synthesis tool using a novel multirate folding technique, which handles each FIR filter in a multirate DSP system as a single node, is developed. A new architecture is presented for the multiplierless realization of a fold of multirate FIR filters. This synthesizer fully exploits the redundancies (i.e. "idle" and "missing" cycles) and common terms in multirate systems without s...
متن کامل