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)|
|Number of pages||6|
|State||Published - Dec 1 1986|
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