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- W2951726467 abstract "In this paper, adaptive estimation based on noisy quantized observations is studied. A low complexity adaptive algorithm using a quantizer with adjustable input gain and offset is presented. Three possible scalar models for the parameter to be estimated are considered: constant, Wiener process and Wiener process with deterministic drift. After showing that the algorithm is asymptotically unbiased for estimating a constant, it is shown, in the three cases, that the asymptotic mean squared error depends on the Fisher information for the quantized measurements. It is also shown that the loss of performance due to quantization depends approximately on the ratio of the Fisher information for quantized and continuous measurements. At the end of the paper the theoretical results are validated through simulation under two different classes of noise, generalized Gaussian noise and Student's-t noise." @default.
- W2951726467 created "2019-06-27" @default.
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- W2951726467 date "2012-10-12" @default.
- W2951726467 modified "2023-09-23" @default.
- W2951726467 title "Adaptive Quantizers for Estimation" @default.
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