Estimation of quantized linear errors-in-variables models

DOI10.1016/0005-1098(95)00070-DMaRDI QIDQ1902579zbMATH OpenFDO

Authors Vikram Krishnamurthy

Publication date 12 May 1996

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(95)00070-D

zbMATH Keywords

binary series estimationdynamic shock-error modelsestimation algorithmGaussian processtime series analysis

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Control/observation systems involving computers (process control, etc.) (93C83) Identification in stochastic control theory (93E12)

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Cites work

• Autoregressive and window estimates of the inverse correlation function
• Estimation of noisy quantized Gaussian AR time-series with randomly varying observation coefficient
• scientific article; zbMATH DE number 3660674 (Why is no real title available?)
• scientific article; zbMATH DE number 3304505 (Why is no real title available?)
• Linear dynamic errors-in-variables models. Some structure theory
• Maximum likelihood estimation of the dynamic shock-error model
• On covariance function tests used in system identification
• On-line estimation of dynamic shock-error models based on the Kullback Leibler information measure
• Some Graphical Considerations in Time Series Analysis

Cited in

(10)

• Quantization with adaptation -- estimation of Gaussian linear models
• Estimation of 1-bit quantized time-series with Markov regime
• LS-based parameter estimation of DARMA systems with uniformly quantized observations
• Fixed-order FIR approximation of linear systems from quantized input and output data
• Identification of Wiener systems with binary-valued output observations
• Impulse response identification from input/output binary measurements
• Least Squares Estimation with Quantized Integrated Samples
• Estimation of noisy quantized Gaussian AR time-series with randomly varying observation coefficient
• Quasi-Minimax Estimation in the Linear Model with Measurement Errors
• Recursive system identification method from binary input/output measurements

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