Adaptive Quantizers for Estimation

Rodrigo Cabral Farias; Jean-Marc Brossier

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arXiv · 1210.3583

Adaptive Quantizers for Estimation

Rodrigo Cabral Farias·Jean-Marc Brossier

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Abstract

In this paper, adaptive estimation based on noisy quantized observations is studied. A low complexity adaptive algorithm using a quantizer with adjustable input gain and offset is presented. Three possible scalar models for the parameter to be estimated are considered: constant, Wiener process and Wiener process with deterministic drift. After showing that the algorithm is asymptotically unbiased for estimating a constant, it is shown, in the three cases, that the asymptotic mean squared error depends on the Fisher information for the quantized measurements. It is also shown that the loss of performance due to quantization depends approximately on the ratio of the Fisher information for quantized and continuous measurements. At the end of the paper the theoretical results are validated through simulation under two different classes of noise, generalized Gaussian noise and Student's-t noise.

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Rodrigo Cabral Farias, Jean-Marc Brossier. 2012-10-12. Adaptive Quantizers for Estimation. https://arxiv.org/abs/1210.3583

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