dc.contributor
Universitat Politècnica de Catalunya. Departament de Teoria del Senyal i Comunicacions
dc.contributor
Universitat Politècnica de Catalunya. SPCOM - Grup de Recerca de Processament del Senyal i Comunicacions
dc.contributor
Universitat Politècnica de Catalunya. VEU - Grup de Tractament de la Parla
dc.contributor.author
Vidal Manzano, José
dc.contributor.author
Bonafonte Cávez, Antonio
dc.contributor.author
Losada, N
dc.contributor.author
Rodríguez Fonollosa, José Adrián
dc.contributor.author
Rodríguez Fonollosa, Javier
dc.identifier
Vidal, J., Bonafonte, A., Losada, N., Fonollosa, José A. R., R. Fonollosa, J. Rational characteristic functions and markov chains. A: IEEE SIGNAL PROCESSING ATHOS WORKSHOP ON HIGHER-ORDER STATISTICS.. "?". . S.N., 1995, p. 226-230.
dc.identifier
https://hdl.handle.net/2117/102227
dc.description.abstract
Abstract 1 We investigate in this paper how to estimate the density function of a random variable using a parametric ARMA model for its characteristic function. The choice of this model is motivated by the fact that this type of density characterizes the duration of staying at an N-states Markov chain, but the approach is general enough to be applied to many practical problems. Both ML and moment-based linear estimates are derived, the former being based on the optimization of a highly non-linear function. 1.
dc.description.abstract
Peer Reviewed
dc.description.abstract
Postprint (published version)
dc.format
application/pdf
dc.rights
http://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject
Àrees temàtiques de la UPC::Enginyeria de la telecomunicació
dc.subject
Telecommunication
dc.subject
Rational characteristic function
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Non-linear function
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Moment-based linear estimate
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Characteristic function
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N-states markov chain
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Parametric arma model
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Density function
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Many practical problem
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Telecomunicació
dc.title
Rational characteristic functions and markov chains
dc.type
Conference report
