Adaptive Estimation Based on Quantized Measurements - Archive ouverte HAL
Communication Dans Un Congrès Année : 2013

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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Dates et versions

hal-00875981 , version 1 (23-10-2013)

Identifiants

  • HAL Id : hal-00875981 , version 1

Citer

Rodrigo Cabral Farias, Jean-Marc Brossier. Adaptive Estimation Based on Quantized Measurements. ICC 2013 - IEEE International Conference on Communications, Jun 2013, Budapest, Hungary. pp.CT-04/5. ⟨hal-00875981⟩
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