Estimation of 1-bit quantized time-series with Markov regime

DOI10.1016/S0165-1684(97)00029-7zbMath1003.93523MaRDI QIDQ1391476

Vikram Krishnamurthy, Andrew Logothetis, H. Vincent Poor

Publication date: 22 July 1998

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1684(97)00029-7

zbMATH Keywords

parameter estimation; hidden Markov models; expectation maximization algorithm; autoregressive process; binary time series

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62M05: Markov processes: estimation; hidden Markov models

93E12: Identification in stochastic control theory

93C62: Digital control/observation systems