Recursive consistent estimation with bounded noise
نویسندگان
چکیده
Estimation problems with bounded, uniformly distributed noise arise naturally in reconstruction problems from over complete linear expansions with subtractive dithered quantization. We present a simple recursive algorithm for such bounded-noise estimation problems. The mean-square error (MSE) of the algorithm is “almost” (1 ), where is the number of samples. This rate is faster than the (1 ) MSE obtained by standard recursive least squares estimation and is optimal to within a constant factor.
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ورودعنوان ژورنال:
- IEEE Trans. Information Theory
دوره 47 شماره
صفحات -
تاریخ انتشار 2001