Title :
Inverse invariant distributions
Author :
Hubing, Nancy E. ; Alexander, S.T.
Author_Institution :
Dept. of Electr. Eng., Missouri Univ., Rolla, MO, USA
fDate :
6/1/1990 12:00:00 AM
Abstract :
The probability density function associated with a random variable Z is inverse-invariant if it is identical to the density function associated with the inverse of Z. An intuitive method of finding inverse-invariant density functions is presented, with examples and notes on where these distributions arise. Specific parameter estimation algorithms which produce estimates having inverse-invariant distributions are discussed
Keywords :
filtering and prediction theory; parameter estimation; probability; statistical analysis; AR parameters; RLS adaptive filtering algorithm; auto-regressive estimators; inverse-invariant distributions; parameter estimation algorithms; probability density function; Convolution; Deconvolution; Density functional theory; Fourier series; Marine vehicles; Parameter estimation; Probability density function; Probability distribution; Random variables;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
