Estimation of 1-bit quantized time-series with Markov regime

In this paper we consider de-interleaving a finite number of stochastic parametric sources. The sources are modeled as independent autoregressive (AR) processes. Based on a Markovian switching policy, we assume that the different sources transmit signals on the same single channel, The receiver records the 1-bit quantized version of the transmitted signal and aims to identify the sequence of active sources. Once the source sequence has been identified, the characteristics (parameters) of each source are estimated. We formulate the parametric pulse train de-interleaving problem as a 1-bit quantized Markov modulated AR series, The algorithm proposed in this paper combines Hidden Markov Model (HMM) and Binary Time Series (BTS) estimation techniques. Our estimation scheme generalizes Kedem's (1980) binary time series algorithm for linear time series to Markov modulated time series. (C) 1997 Elsevier Science B.V.