We present an estimation algorithm for dynamic shock-error models (DSEM) given l-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
A new consistent estimator for linear errors-in-variables models
โ Scribed by S. Baran
- Publisher
- Elsevier Science
- Year
- 2001
- Tongue
- English
- Weight
- 804 KB
- Volume
- 41
- Category
- Article
- ISSN
- 0898-1221
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โฆ Synopsis
new estimator for linear errors-in-variables models is considered that is baaed on the Fourier transform of a weight function. The consistency of the estimator is verified. Examples and simulation results are aleo presented.
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