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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Bibliographic Details

Published in:	2021 Systems of Signals Generating and Processing in the Field of on Board Communications pp. 1 - 4
Main Authors:	Shevgunov, Timofey, Napolitano, Antonio
Format:	Conference Proceeding
Language:	English
Published:	IEEE 16.03.2021
Subjects:	Analytical models cyclostationary processes Density measurement Estimation fraction-of-time probability Interpolation probability density estimator Probability density function Stochastic processes Time series analysis
Online Access:	Get full text
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