Architecture for real-time nonparametric probability density function estimation

Adaptive systems are increasing in importance across a range of application domains. They rely on the ability to respond to environmental conditions, and hence real-time monitoring of statistics is a key enabler for such systems. Probability density function (PDF) estimation has been applied in nume...

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Main Authors: Fahmy, Suhaib A., Mohan, A. R.
Other Authors: School of Computer Engineering
Format: Journal Article
Published: 2013
Subjects:
Online Access:https://hdl.handle.net/10356/84504
http://hdl.handle.net/10220/17518
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author Fahmy, Suhaib A.
Mohan, A. R.
author2 School of Computer Engineering
author_facet School of Computer Engineering
Fahmy, Suhaib A.
Mohan, A. R.
author_sort Fahmy, Suhaib A.
collection NTU
description Adaptive systems are increasing in importance across a range of application domains. They rely on the ability to respond to environmental conditions, and hence real-time monitoring of statistics is a key enabler for such systems. Probability density function (PDF) estimation has been applied in numerous domains; computational limitations, however, have meant that proxies are often used. Parametric estimators attempt to approximate PDFs based on fitting data to an expected underlying distribution, but this is not always ideal. The density function can be estimated by rescaling a histogram of sampled data, but this requires many samples for a smooth curve. Kernel-based density estimation can provide a smoother curve from fewer data samples. We present a general architecture for nonparametric PDF estimation, using both histogram-based and kernel-based methods, which is designed for integration into streaming applications on field-programmable gate array (FPGAs). The architecture employs heterogeneous resources available on modern FPGAs within a highly parallelized and pipelined design, and is able to perform real-time computation on sampled data at speeds of over 250 million samples per second, while extracting a variety of statistical properties.
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spelling ntu-10356/845042020-05-28T07:17:17Z Architecture for real-time nonparametric probability density function estimation Fahmy, Suhaib A. Mohan, A. R. School of Computer Engineering DRNTU::Engineering::Computer science and engineering Adaptive systems are increasing in importance across a range of application domains. They rely on the ability to respond to environmental conditions, and hence real-time monitoring of statistics is a key enabler for such systems. Probability density function (PDF) estimation has been applied in numerous domains; computational limitations, however, have meant that proxies are often used. Parametric estimators attempt to approximate PDFs based on fitting data to an expected underlying distribution, but this is not always ideal. The density function can be estimated by rescaling a histogram of sampled data, but this requires many samples for a smooth curve. Kernel-based density estimation can provide a smoother curve from fewer data samples. We present a general architecture for nonparametric PDF estimation, using both histogram-based and kernel-based methods, which is designed for integration into streaming applications on field-programmable gate array (FPGAs). The architecture employs heterogeneous resources available on modern FPGAs within a highly parallelized and pipelined design, and is able to perform real-time computation on sampled data at speeds of over 250 million samples per second, while extracting a variety of statistical properties. 2013-11-08T07:24:46Z 2019-12-06T15:46:12Z 2013-11-08T07:24:46Z 2019-12-06T15:46:12Z 2013 2013 Journal Article Fahmy, S. A., & Mohan, A. R. (2013). Architecture for Real-Time Nonparametric Probability Density Function Estimation. IEEE Transactions on Very Large Scale Integration (VLSI) Systems, 21(5), 910-920. https://hdl.handle.net/10356/84504 http://hdl.handle.net/10220/17518 10.1109/TVLSI.2012.2201187 IEEE transactions on Very Large Scale Integration (VLSI) systems
spellingShingle DRNTU::Engineering::Computer science and engineering
Fahmy, Suhaib A.
Mohan, A. R.
Architecture for real-time nonparametric probability density function estimation
title Architecture for real-time nonparametric probability density function estimation
title_full Architecture for real-time nonparametric probability density function estimation
title_fullStr Architecture for real-time nonparametric probability density function estimation
title_full_unstemmed Architecture for real-time nonparametric probability density function estimation
title_short Architecture for real-time nonparametric probability density function estimation
title_sort architecture for real time nonparametric probability density function estimation
topic DRNTU::Engineering::Computer science and engineering
url https://hdl.handle.net/10356/84504
http://hdl.handle.net/10220/17518
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