Adaptive Estimation Based on Quantized Measurements
Résumé
In this paper, the tracking of a slowly varying scalar Wiener process based on quantized noisy measurements is studied. An adaptive algorithm using a quantizer with adjustable input gain and bias is presented as a low complexity solution. The mean and asymptotic mean squared error of the algorithm are derived. Simulations under Cauchy and Gaussian noise are presented to validate the results and a comparison with the optimal estimator in the Gaussian and real-valued measurement case shows that the loss of performance due to quantization is negligible using 4 or 5 bits of resolution.
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Origine | Fichiers produits par l'(les) auteur(s) |
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Format | Autre |
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