Exponential Fourier Densities and Optimal Estimation and Detection on the Circle.
Mathematics research rept.,
MARYLAND UNIV BALTIMORE COUNTY BALTIMORE DIV OF MATHEMATICS AND PHYSICS
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A new representation called an exponential Fourier density, of a probability density on a circle, S1 is introduced. It is shown that a density on S1 can be approximated by such a representation as closely as we wish in the space of square-integrable functions on S1. The exponential Fourier densities have the desirable feature of being closed under the operation of taking conditonal distributions. Facilitated with it, finite-dimensional, recursive, and optimal estimation and detection schemes are derived for some simple models including a FSK communication system. Author
- Statistics and Probability
- Non-Radio Communications