Abstract
Maximum entropy criterion for estimating an unknown probability density function from its moments has been applied to evaluation of average error probability in digital communications. Accurate averages are obtained, even when a few moments are available. The method is stable and results compare well with those from powerful and widely used, Gauss-Quadrature-Rules (GQR) method. For test cases presented in this work, the maximum entropy method achieved results with typically 7 moments while GQR method required 31 moments to obtain the same, as accurately. This method is particularly suitable in applications where only a few moments of the unknown probability density are known.
| Original language | English (US) |
|---|---|
| Pages | 579-584 |
| Number of pages | 6 |
| State | Published - Dec 1 1986 |
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All Science Journal Classification (ASJC) codes
- Engineering(all)
Cite this
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MAXIMUM ENTROPY AND THE METHOD OF MOMENTS IN EVALUATION OF PROBABILITY OF ERROR IN DIGITAL COMMUNICATIONS SYSTEMS. / Kavehrad, Mohsen; Joseph, Myrlene.
1986. 579-584.Research output: Contribution to conference › Paper
TY - CONF
T1 - MAXIMUM ENTROPY AND THE METHOD OF MOMENTS IN EVALUATION OF PROBABILITY OF ERROR IN DIGITAL COMMUNICATIONS SYSTEMS.
AU - Kavehrad, Mohsen
AU - Joseph, Myrlene
PY - 1986/12/1
Y1 - 1986/12/1
N2 - Maximum entropy criterion for estimating an unknown probability density function from its moments has been applied to evaluation of average error probability in digital communications. Accurate averages are obtained, even when a few moments are available. The method is stable and results compare well with those from powerful and widely used, Gauss-Quadrature-Rules (GQR) method. For test cases presented in this work, the maximum entropy method achieved results with typically 7 moments while GQR method required 31 moments to obtain the same, as accurately. This method is particularly suitable in applications where only a few moments of the unknown probability density are known.
AB - Maximum entropy criterion for estimating an unknown probability density function from its moments has been applied to evaluation of average error probability in digital communications. Accurate averages are obtained, even when a few moments are available. The method is stable and results compare well with those from powerful and widely used, Gauss-Quadrature-Rules (GQR) method. For test cases presented in this work, the maximum entropy method achieved results with typically 7 moments while GQR method required 31 moments to obtain the same, as accurately. This method is particularly suitable in applications where only a few moments of the unknown probability density are known.
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M3 - Paper
AN - SCOPUS:0022947906
SP - 579
EP - 584
ER -