An approximate, closed-form expression for the value of the integral encountered inthe calculation ofthe probability density function (PDF) of the envelope of a partially saturated ocean acoustic process i obtained. Furthermore, an expression of this PDF as a series of modified Bessel functions i presented. The results may also be directly applied to the evaluation of the PDF encountered in the...

Mutual information (MI) is a common criterion in independent component analysis (ICA) optimization. MI is derived from probability density functions (PDF). There are scenarios in which assuming a parametric form for the PDF leads to poor performance. Therefore, the need arises for non-parametric PDF and MI estimation. Existing nonparametric algorithms suffer from high complexity, particularly i...

This paper addresses the problem of calculating the multidimensional probability density functions (PDFs) of statistics derived from known many-to-one transformations of independent random variables (RVs) with known distributions. The statistics covered in the paper include reflection coefficients, autocorrelation estimates, cepstral coefficients, and general linear functions of independent RVs...

A simple statistical model of azimuthal and temporal dispersion in mobile radio channels is proposed. The model includes the probability density function (pdf) of the delay and azimuth of the impinging waves as well as their expected power conditioned on the delay and azimuth. The statistical properties are extracted from macrocellular measurements conducted in a variety of urban environments. ...

In a search for the signature of turbulence in the diffuse interstellar medium in gas density distributions, we determined the probability distribution functions (PDFs) of the average volume densities of the diffuse gas. The densities were derived from dispersion measures and H I column densities towards pulsars and stars at known distances. The PDFs of the average densities of the diffuse ioni...

one of the conventional methods for temporary support of tunnels is to use steel sets with shotcrete. the nature of a temporary support system demands a quick installation of its structures. as a result, the spacing between steel sets is not a fixed amount and it can be considered as a random variable. hence, in the reliability analysis of these types of structures, the selection of an appropri...

[1] Spatial and temporal heterogeneity of ambient natural environments play a significant role in large scale transport phenomena. Uncertainty about spatio‐temporal fluctuations in system parameters (e.g., flow velocity) make deterministic predictions of macroscopic system states (e.g., solute concentration) elusive. Distributions of system states generally exhibit highly non‐Gaussian behavior,...

An improvement of the standard “particle filter” (PF) Monte Carlo Bayesian estimator is presented and compared with an existing improved reweighted filter in a target tracking example. The PF updates the probability density function (pdf) of the state, represented as the density of state samples (particles). Each particle is time-updated by applying to the state equation a sample from the forci...

In this paper, the continuous optimal control theory is used to model and solve the maximum entropy problem for a continuous random variable. The maximum entropy principle provides a method to obtain least-biased probability density function (Pdf) estimation. In this paper, to find a closed form solution for the maximum entropy problem with any number of moment constraints, the entropy is consi...