DocumentCode
907126
Title
Approximate zero-crossing distributions using the type-B Gram-Charlier series
Author
Levenbach, Hans
Volume
11
Issue
4
fYear
1965
fDate
10/1/1965 12:00:00 AM
Firstpage
507
Lastpage
512
Abstract
Approximations to zero-crossing distributions using the type-B Gram-Charlier series are the concern here. The type-B series consists of a linear function of the Poisson distribution and its derivatives. The probability
of exactly
zeros, occurring in a given interval
of a stationary random process, is expanded in the type-B Gram-Charlier series. The expansion is used to derive approximations to the distribution of intervals between zeros. Specific results are presented, in the case of Gaussian noise, for the probability density function
of successive zero-crossing intervals and for the probability
that a given interval
contains exactly zero zero-crossings. The accuracy of the approximations are compared with Rainal\´s experimental results and with upper and lower bounds presented by Longuet-Higgins. The comparisons are most satisfactory for the cases where successive zero-crossing intervals are nearly uncorrelated. For narrow-band Gaussian noise the results are unsatisfactory.
of exactly
zeros, occurring in a given interval
of a stationary random process, is expanded in the type-B Gram-Charlier series. The expansion is used to derive approximations to the distribution of intervals between zeros. Specific results are presented, in the case of Gaussian noise, for the probability density function
of successive zero-crossing intervals and for the probability
that a given interval
contains exactly zero zero-crossings. The accuracy of the approximations are compared with Rainal\´s experimental results and with upper and lower bounds presented by Longuet-Higgins. The comparisons are most satisfactory for the cases where successive zero-crossing intervals are nearly uncorrelated. For narrow-band Gaussian noise the results are unsatisfactory.Keywords
Level-crossing problems; Gas insulated transmission lines; Gaussian noise; Mathematics; Narrowband; Perturbation methods; Polynomials; Probability density function; Random processes; Random variables;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1965.1053836
Filename
1053836
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