THIERRY BLUUnser, MichaelMichaelUnser2024-03-082024-03-082004-09-2815206149https://scholars.lib.ntu.edu.tw/handle/123456789/640640We present a new result characterized by an exact integral expression for the approximation error between a probability density and an integer shift invariant estimate obtained from its samples. Unlike the Parzen window estimate, this estimate avoids recomputing the complete probability density for each new sample: only a few coefficients are required making it practical for real-time applications. We also show how to obtain the exact asymptotic behavior of the approximation error when the number of samples increases and provide the trade-off between the number of samples and the sampling step size.conference paper2-s2.0-4544269728https://api.elsevier.com/content/abstract/scopus_id/4544269728