Generalization of the Gram-Charlier/Edgeworth series and application to time-frequency analysis (Q1273774)

A general equation is derived relating two probability density functions via the adjoint differential operator \(i\frac{d}{dx}\). Special cases (with the first probability density function being normal) give rise to the Charlier and Edgeworth series, and their relation to the kernel method of time-frequency analysis is explored. The construction of approximations to densities given certain moment constraints is also considered, and the relevance of the method to time-frequency densities is illustrated.