MAXIMUM ENTROPY AND THE METHOD OF MOMENTS IN EVALUATION OF PROBABILITY OF ERROR IN DIGITAL COMMUNICATIONS SYSTEMS.

Mohsen Kavehrad; Myrlene Joseph

MAXIMUM ENTROPY AND THE METHOD OF MOMENTS IN EVALUATION OF PROBABILITY OF ERROR IN DIGITAL COMMUNICATIONS SYSTEMS.

Mohsen Kavehrad, Myrlene Joseph

Research output: Contribution to conference › Paper › peer-review

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

All Science Journal Classification (ASJC) codes

Engineering(all)

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title = "MAXIMUM ENTROPY AND THE METHOD OF MOMENTS IN EVALUATION OF PROBABILITY OF ERROR IN DIGITAL COMMUNICATIONS SYSTEMS.",

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.",

author = "Mohsen Kavehrad and Myrlene Joseph",

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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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