TY - JOUR
T1 - Maximum Entropy and the Method of Moments in Performance Evaluation of Digital Communications Systems
AU - Kavehrad, Mohsen
AU - Joseph, Myrlene
PY - 1986/12
Y1 - 1986/12
N2 - The maximum entropy criterion for estimating an unknown probability density function from its moments is applied to the evaluation of the 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 the powerful and widely used Gauss quadrature rules (GQR) method. For test cases presented in this work, the maximum entropy method achieved results with typically a few moments, while the GQR method required many more moments to obtain the same, as accurately. The method requires about the same number of moments as techniques based on orthogonal expansions. In addition, it provides an estimate of the probability density function of the target variable in a digital communication application.
AB - The maximum entropy criterion for estimating an unknown probability density function from its moments is applied to the evaluation of the 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 the powerful and widely used Gauss quadrature rules (GQR) method. For test cases presented in this work, the maximum entropy method achieved results with typically a few moments, while the GQR method required many more moments to obtain the same, as accurately. The method requires about the same number of moments as techniques based on orthogonal expansions. In addition, it provides an estimate of the probability density function of the target variable in a digital communication application.
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U2 - 10.1109/TCOM.1986.1096484
DO - 10.1109/TCOM.1986.1096484
M3 - Article
AN - SCOPUS:0022877146
SN - 0090-6778
VL - 34
SP - 1183
EP - 1189
JO - IEEE Transactions on Communications
JF - IEEE Transactions on Communications
IS - 12
ER -