@conference {Krishnamurthy1995Asymptotic-anal,
title = {Asymptotic analysis of an algorithm for identification of quantized AR time-series},
booktitle = {Acoustics, Speech, and Signal Processing, 1995. ICASSP-95., 1995 International Conference on},
volume = {3},
year = {1995},
month = {may.},
pages = {2028 -2031 vol.3},
abstract = {Krishnamurthy and Mareels presented a parameter estimation algorithm called the binary series estimation algorithm (BSEA) for Gaussian auto-regressive (AR) time series given 1-bit quantized noisy measurements. The present authors carry out an asymptotic analysis of the BSEA for Gaussian AR models. In particular, from a central limit theorem they obtain expressions for the asymptotic covariances of the parameter estimates. From this they: (1) Present an algorithm for estimating the order of an AR series from one-bit quantized measurements. (2) Theoretically they justify why BSEA can yield better estimates than the Yule-Walker methods in some cases},
keywords = {asymptotic analysis, asymptotic covariances, autoregressive processes, binary series estimation algorithm, central limit theorem, covariance analysis, Gaussian AR models, Gaussian auto-regressive time series, Gaussian processes, identification, interference (signal), one-bit quantized measurements, parameter estimate, parameter estimation, parameter estimation algorithm, quantisation (signal), quantized AR time-series, signal processing, time series},
issn = {1520-6149},
doi = {10.1109/ICASSP.1995.480673},
url = {http://dx.doi.org/10.1109/ICASSP.1995.480673},
author = {Krishnamurthy, V. and Poor, H.V.}
}