Fraction-of- Time Density Estimation Based on Linear Interpolation of Time Series
A new estimator for the probability density function of a signal observed over a finite observation interval is proposed. The estimator linearly interpolates adjacent samples and accommodates the presence of probability masses. The analysis is carried out in the fraction-of-time (FOT) probability fr...
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| Veröffentlicht in: | 2021 Systems of Signals Generating and Processing in the Field of on Board Communications S. 1 - 4 |
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16.03.2021
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| Abstract | A new estimator for the probability density function of a signal observed over a finite observation interval is proposed. The estimator linearly interpolates adjacent samples and accommodates the presence of probability masses. The analysis is carried out in the fraction-of-time (FOT) probability framework where signals are modeled as single functions of time rather than sample paths of a stochastic process. Numerical results show the better performance of the proposed estimator with respect to the kernel-based estimator. Moreover, the usefulness of analyzing signals in the FOT framework is enlightened. |
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| AbstractList | A new estimator for the probability density function of a signal observed over a finite observation interval is proposed. The estimator linearly interpolates adjacent samples and accommodates the presence of probability masses. The analysis is carried out in the fraction-of-time (FOT) probability framework where signals are modeled as single functions of time rather than sample paths of a stochastic process. Numerical results show the better performance of the proposed estimator with respect to the kernel-based estimator. Moreover, the usefulness of analyzing signals in the FOT framework is enlightened. |
| Author | Napolitano, Antonio Shevgunov, Timofey |
| Author_xml | – sequence: 1 givenname: Timofey surname: Shevgunov fullname: Shevgunov, Timofey email: shevgunov@gmail.com organization: Moscow Aviation Institute (National Research University),Moscow,Russia – sequence: 2 givenname: Antonio surname: Napolitano fullname: Napolitano, Antonio email: antonio.napolitano@uniparthenope.it organization: University of Napoli "Parthenope",Napoli,Italy |
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| Snippet | A new estimator for the probability density function of a signal observed over a finite observation interval is proposed. The estimator linearly interpolates... |
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| SubjectTerms | Analytical models cyclostationary processes Density measurement Estimation fraction-of-time probability Interpolation probability density estimator Probability density function Stochastic processes Time series analysis |
| Title | Fraction-of- Time Density Estimation Based on Linear Interpolation of Time Series |
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