クルトシスと確率密度関数

概要

論文の詳細を見る
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 are used). 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,
社団法人電子情報通信学会の論文
1999-02-02