On the statistical analysis of quantized Gaussian AR(1) processes

DOI10.1002/acs.1145zbMath1193.93179OpenAlexW1970907994MaRDI QIDQ3576984

Miklós Rásonyi

Publication date: 3 August 2010

Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/acs.1145

zbMATH Keywords

system identificationlaw of large numbersmaximum likelihood estimatorslog-likelihood functionGaussian ARMA processesquantized observations

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12)

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