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Title:
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Estimation of the Characteristic Function |
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Author:
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Arnold, M.J.; Zoubir, A.M.; Boashash, B
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Abstract:
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In this paper we consider the problem of estimating the
characteristic function in detail, basing our formulation upon
kernel probability density function estimation. Under appropriate
assumptions we derive a series of (mean-square error)
optimum kernel characteristic function estimators and
implement them showing clearly the Significant improvements
possible. |
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Description:
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This paper describes a methodology for the application of characteristic functions to problems involving statistical characterisation.
(Other relevant details can be found in the comprehensive book on Time-Frequency Signal Analysis and Processing (see http://www.elsevier.com/locate/isbn/0080443354).
In addition, the most recent upgrade of the original software package that calculates Time-Frequency Distributions and Instantaneous Frequency estimators can be downloaded from the web site: www.time-frequency.net. This was the first software developed in the field, and it was first released publicly in 1987 at the 1st ISSPA conference held in Brisbane, Australia, and then continuously updated). |
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URI:
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http://hdl.handle.net/10576/10822
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Date:
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1995-06 |