• DocumentCode
    894708
  • Title

    Estimation of the density of the filtered Poisson impulse process: a parametric approach

  • Author

    Mino, Hiroyuki ; Yana, Kazuo

  • Author_Institution
    Dept. of Physiol., Jutendo Univ., Tokyo, Japan
  • Volume
    41
  • Issue
    4
  • fYear
    1993
  • fDate
    4/1/1993 12:00:00 AM
  • Firstpage
    1710
  • Lastpage
    1714
  • Abstract
    The Poisson driven pth order autoregressive (PDAR(p )) process is defined as the output of a continuous-time autoregressive system, driven by a stationary Poisson impulse process. An explicit formula for estimating the density of the Poisson impulse process is derived by combining the second- and third-order cumulants of the discretized PDAR(p) process. The validity of the proposed method is assessed through Monte Carlo simulations in some specific examples
  • Keywords
    filtering and prediction theory; parameter estimation; signal processing; statistical analysis; Monte Carlo simulations; Poisson driven autoregressive process; continuous-time autoregressive system; density; filtered Poisson impulse process; parameter estimation; second order cumulants; stationary Poisson impulse process; third-order cumulants; Cities and towns; Convolution; Data mining; Equations; Frequency; Physiology; Polynomials; Sampling methods; Signal sampling; Stochastic processes;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/78.212751
  • Filename
    212751
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=894708