ESTIMATION OF NOISY QUANTIZED GAUSSIAN AR TIME-SERIES WITH RANDOMLY VARYING OBSERVATION COEFFICIENT

Authors
KRISHNAMURTHY V MAREELS I
Citation
V. Krishnamurthy et I. Mareels, ESTIMATION OF NOISY QUANTIZED GAUSSIAN AR TIME-SERIES WITH RANDOMLY VARYING OBSERVATION COEFFICIENT, IEEE transactions on signal processing, 43(5), 1995, pp. 1285-1290
Citations number
4
Categorie Soggetti
Engineering, Eletrical & Electronic
Journal title
IEEE transactions on signal processing → ACNP
ISSN journal
1053587X
Volume
43
Issue
5
Year of publication
1995
Pages
1285 - 1290
Database
ISI
SICI code
1053-587X(1995)43:5<1285:EONQGA>2.0.ZU;2-C
Abstract
We present an estimation algorithm for the parameters of Gaussian auto -regressive AR processes from one-bit quantized observation sequences. The input signal to the quantizer is the AR signal corrupted by multi plicative white Gaussian noise. Our estimation algorithm is computatio nally inexpensive as it involves counting the number of occurrences of particular patterns of zeros and ones in the observation sequence.