Linear regression with delta-modulated integrated signals

DOI10.1016/0378-4754(84)90013-2MaRDI QIDQ2266550zbMATH OpenOpenAlexFDO

Authors Arthur David Snider

Publication date 1984

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-4754(84)90013-2

zbMATH Keywords

Approximations to unbiased estimatorsautocorrelationdelta-modulated integrated signalsdetection instrumentsdifferential pulse code modulationexpansion in Legendre polynomialsinstrumentation datastationary random processVariances

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Survival analysis and censored data (62N99) Algorithms for approximation of functions (65D15) Sampled-data control/observation systems (93C57)

Review text

Let \(f(t)=\alpha +\beta t+e(t)\) where e is a stationary random process with autocorrelation \(\rho\) (t). Suppose \(g(t)=\Sigma_ i\eta_ i\delta (t-t_ i)\) is a pulse readout of an instrument that performs differential pulse code modulation on the time integral of f; i.e., on any interval [\(\lambda\),\(\mu\) ] \(| \int^{\mu}_{\lambda}[f- g]dt| \leq \eta\), and \(| \eta_ i| =\eta.\) It is demonstrated that using g(t) to estimate \(\alpha\), \(\beta\) is very treacherous if \(\beta\) is small. Approximations to unbiased estimators for these parameters are given with errors of order O(\(\eta\) /T) and \(O(\eta /T^ 2)\), respectively, where T is the time interval used for the estimates. Variances are also derived. For the determinate case the theory gives accuracy estimates for expansion in Legendre polynomials.

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Cites work

• scientific article; zbMATH DE number 3148806 (Why is no real title available?)
• scientific article; zbMATH DE number 3269388 (Why is no real title available?)
• scientific article; zbMATH DE number 3345989 (Why is no real title available?)
• scientific article; zbMATH DE number 3189460 (Why is no real title available?)
• Least Squares Estimation with Quantized Integrated Samples

Cited in

(1)

• Time integrated least squares estimators of regression parameters of independent stochastic processes

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