Estimation of the Parameters in Stationary Autoregressive Processes After Hard Limiting.

Abstract

The parameters of a stationary AR(p) process are estimated after clipping. This estimation is based in part on the number of certain runs in the binary series. Very little precision is lost due to this quantization but the expected number of arithmetical operations which are saved is at least (p+2)n where counting a run is considered as an operation and n is the series size. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1977
Accession Number
ADA046250

Entities

People

  • Benjamin Kedem

Organizations

  • University of Maryland

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Crossings
  • Data Science
  • Efficiency
  • Estimators
  • Gaussian Processes
  • Information Science
  • Markov Chains
  • Markov Processes
  • Maximum Likelihood Estimation
  • Noise Modulation
  • Normal Distribution
  • Perturbation Theory
  • Probability
  • Random Variables
  • Stationary
  • Statistical Algorithms
  • Theorems

Fields of Study

  • Mathematics

Readers

  • Computer Programming and Software Development.
  • Computer Science.
  • Statistical inference.