• 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