Title

Model-based probability density function estimation

Document Type

Article

Date of Original Version

12-1-1998

Abstract

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.

Publication Title

IEEE Signal Processing Letters

Volume

5

Issue

12

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