DocumentCode
701937
Title
Maximum entropy based numerical algorithms for approximation of probability density functions
Author
Balestrino, A. ; Caiti, A. ; Noe´, A. ; Parenti, F.
Author_Institution
Dept. Electrical Systems and Automation (DSEA), Univ. of Pisa, Italy
fYear
2003
fDate
1-4 Sept. 2003
Firstpage
796
Lastpage
801
Abstract
This paper describes several fast algorithms for approximation of the maximum entropy estimate of probability density functions on the basis of a finite number of sampled data. The proposed algorithms are compared with the exact maximum entropy estimate in terms of approximation accuracy and computational efficiency. Some application examples are given.
Keywords
Approximation algorithms; Approximation methods; Complexity theory; Entropy; Estimation; Probability density function; Standards; Maximum Entropy; Tchebicheff functions; estimation; identification; probability density functions;
fLanguage
English
Publisher
ieee
Conference_Titel
European Control Conference (ECC), 2003
Conference_Location
Cambridge, UK
Print_ISBN
978-3-9524173-7-9
Type
conf
Filename
7085055
Link To Document