A new estimator for the probability density function of a signal observed over a finite observation interval is proposed. The estimator linearly interpolates adjacent samples and accommodates the presence of probability masses. The analysis is carried out in the fraction-of-time (FOT) probability framework where signals are modeled as single functions of time rather than sample paths of a stochastic process. Numerical results show the better performance of the proposed estimator with respect to the kernel-based estimator. Moreover, the usefulness of analyzing signals in the FOT framework is enlightened.
|Original language||English (US)|
|Title of host publication||2021 Systems of Signals Generating and Processing in the Field of on Board Communications|
|State||Published - May 7 2021|
Bibliographical noteKAUST Repository Item: Exported on 2022-07-01
Acknowledged KAUST grant number(s): OSR-2019-CRG8-4057
Acknowledgements: The study was supported by state assignment of the Ministry of Science and Higher Education of the Russian Federation, research projects No. FSFF-2020-0015, and by the King Abdullah University of Science and Technology (KAUST) Office of Sponsored Research (OSR) under Award OSR-2019-CRG8-4057.
This publication acknowledges KAUST support, but has no KAUST affiliated authors.