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 p(n, \\tau ) of exactly n zeros, occurring in a given interval (t, t + \\tau ) 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 P_{0}(\\tau ) of successive zero-crossing intervals and for the probability p(0, \\tau ) that a given interval \\tau 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
Link To Document :
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