DocumentCode
1358095
Title
Inverse invariant distributions
Author
Hubing, Nancy E. ; Alexander, S.T.
Author_Institution
Dept. of Electr. Eng., Missouri Univ., Rolla, MO, USA
Volume
38
Issue
6
fYear
1990
fDate
6/1/1990 12:00:00 AM
Firstpage
1059
Lastpage
1061
Abstract
The probability density function associated with a random variable Z is inverse-invariant if it is identical to the density function associated with the inverse of Z . An intuitive method of finding inverse-invariant density functions is presented, with examples and notes on where these distributions arise. Specific parameter estimation algorithms which produce estimates having inverse-invariant distributions are discussed
Keywords
filtering and prediction theory; parameter estimation; probability; statistical analysis; AR parameters; RLS adaptive filtering algorithm; auto-regressive estimators; inverse-invariant distributions; parameter estimation algorithms; probability density function; Convolution; Deconvolution; Density functional theory; Fourier series; Marine vehicles; Parameter estimation; Probability density function; Probability distribution; Random variables;
fLanguage
English
Journal_Title
Acoustics, Speech and Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
0096-3518
Type
jour
DOI
10.1109/29.56069
Filename
56069
Link To Document