ESTIMATION OF QUANTIZED LINEAR ERRORS-IN-VARIABLES MODELS

被引：14

作者：

KRISHNAMURTHY, V

机构：

[1] Department of Electrical and Electronic Engineering., University of Melbourne, Parkville

来源：

AUTOMATICA | 1995年 / 31卷 / 10期

关键词：

TIME SERIES ANALYSIS; BINARY SIGNALS; PARAMETER ESTIMATION; GAUSSIAN PROCESS;

D O I：

10.1016/0005-1098(95)00070-D

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We present an estimation algorithm for dynamic shock-error models (DSEM) given 1-bit quantized noisy measurements of the input and output. The algorithm is called the binary series estimation algorithm (BSEA). BSEA is computationally inexpensive, since it involves counting the number of occurrences of particular patterns of zeros and ones in the input and output sequences. It yields consistent parameter estimates that are asymptotically normal.

引用

页码：1459 / 1464

页数：6

共 13 条

[1]

BHANSALI RJ, 1980, BIOMETRIKA, V67, P551

[2] LINEAR DYNAMIC ERRORS-IN-VARIABLES MODELS - SOME STRUCTURE-THEORY [J].