Directional splitting of Gaussian density in non-linear random variable transformation

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F18%3A43952501" target="_blank" >RIV/49777513:23520/18:43952501 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1049/iet-spr.2017.0286" target="_blank" >http://dx.doi.org/10.1049/iet-spr.2017.0286</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1049/iet-spr.2017.0286" target="_blank" >10.1049/iet-spr.2017.0286</a>

Result language
angličtina
Original language name
Directional splitting of Gaussian density in non-linear random variable transformation
Original language description
Transformation of a random variable is a common need in a design of many algorithms in signal processing, automatic control, and fault detection. Typically, the design is tied to an assumption on a probability density function of the random variable, often in the form of the Gaussian distribution. The assumption may be, however, difficult to be met in algorithms involving non-linear transformation of the random variable. This paper focuses on techniques capable to ensure validity of the Gaussian assumption of the non-linearly transformed Gaussian variable by approximating the to-be-transformed random variable distribution by a Gaussian mixture (GM) distribution. The stress is laid on an analysis and selection of design parameters of the approximate GM distribution to minimise the error imposed by the non-linear transformation such as the location and number of the GM terms. A special attention is devoted to the definition of the novel GM splitting directions based on the measures of non-Gaussianity. The proposed splitting directions are analysed and illustrated in numerical simulations.
Czech name
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Czech description
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Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
20205 - Automation and control systems

Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2018
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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