Presentation 1999/2/2
Kurtosis and Probability Density Functions.
Ali MANSOUR,
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Abstract(in English) In the last two decades, High order statistics have been very important tools in signal processing field. In various studies (specially on blind identification or blind separation of sources), researchers propose algorithms or criteria based on the high order statistics (in most of the cases, the fourth order cumulants areused). Additionally, The stability or the performances results of the involved algorithms depend, in many situations, on the kurtosis of the used signals. In this paper, the relationship between the kurtosis of a signal and its probability density function (pdf) is investigated. In simple case, theoretical result proves that the value (or the sign) of the kurtosis can be predicted from the shape of the pdf. However, this result can not be generalized for more complex distributions,
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Keyword(in English) kurtosis / high order statistics / blind identification and separation / probability density function / fourth order cumulant
Paper # EID98-148
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Committee EID
Conference Date 1999/2/2(1days)
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Language ENG
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) Kurtosis and Probability Density Functions.
Sub Title (in English)
Keyword(1) kurtosis
Keyword(2) high order statistics
Keyword(3) blind identification and separation
Keyword(4) probability density function
Keyword(5) fourth order cumulant
1st Author's Name Ali MANSOUR
1st Author's Affiliation Bio-Mimetic Control Research Center, The institute of Physical and Chemical Research (RIKEN)()
Date 1999/2/2
Paper # EID98-148
Volume (vol) vol.98
Number (no) 573
Page pp.pp.-
#Pages 6
Date of Issue