✦ LIBER ✦

Estimation of quantized linear errors-in-variables models

✍ Scribed by Vikram Krishnamurthy

Publisher: Elsevier Science
Year: 1995
Tongue: English
Weight: 627 KB
Volume: 31
Category: Article
ISSN: 0005-1098
DOI: 10.1016/0005-1098(95)00070-d

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✦ Synopsis

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 of particular patterns of zeros and ones in the input and output sequences. It yields consistent parameter estimates that are asymptotically normal.

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