An Analytical Implementation of the Rosenblatt Transformation
Abstract
A new approach to the analytical implementation of the Rosenblatt transformation is described. It leverages the properties of the empirical probability density function, which is the standard estimate of an unknown density. As such its utility is to applications where training data is available for the unknown density. These applications include data-driven algorithms for detection/classification and other statistical signal processing problems where the underlying probabilistic description of the data is unknown. As an illustration, an application to anomaly detection is described in detail using Gaussian and radar datasets.
Fields of Study & Subjects
Direction-of-Arrival Estimation Techniques
Advanced SAR Imaging Techniques
Machine Fault Diagnosis Techniques
Publication details
- Journal / source
- IEEE Signal Processing Letters
- Publisher
- Institute of Electrical and Electronics Engineers (IEEE)
- Volume
- 33
- Pages
- 511–515
- Publication date
- 1 January 2026