DocumentCode :
937140
Title :
Probability density estimation from sampled data
Author :
Masry, Elias
Volume :
29
Issue :
5
fYear :
1983
fDate :
9/1/1983 12:00:00 AM
Firstpage :
696
Lastpage :
709
Abstract :
For broad classes of deterministic and random sampling schemes 
we establish the consistency and asymptotic expressions for the bias and covariance of discrete-time estimates 
for the marginal probability density function 
of continuous-time processes 
. The effect of the sampling scheme and the sampling rate on the performance of the estimates is studied. The results are established for continuous-time processes satisfying various asymptotic independence-uncorrelatedness conditions.
we establish the consistency and asymptotic expressions for the bias and covariance of discrete-time estimates for the marginal probability density function of continuous-time processes . The effect of the sampling scheme and the sampling rate on the performance of the estimates is studied. The results are established for continuous-time processes satisfying various asymptotic independence-uncorrelatedness conditions.Keywords :
Estimation; Probability; Signal sampling/reconstruction; Extraterrestrial measurements; H infinity control; Helium; Interpolation; Jitter; Kernel; Markov processes; Probability density function; Sampling methods; Space stations;
fLanguage :
English
Journal_Title :
Information Theory, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9448
Type :
jour
DOI :
10.1109/TIT.1983.1056736
Filename :
1056736
Link To Document :
