Title :
Multivariate Signal Parameter Estimation Under Dependent Noise From 1-Bit Dithered Quantized Data
Author :
Dabeer, Onkar ; Masry, Elias
Author_Institution :
Tata Inst. of Fundamental Res., Mumbai
fDate :
4/1/2008 12:00:00 AM
Abstract :
Motivated by applications in sensor networks and communications, we consider multivariate signal parameter estimation when only dithered 1-bit quantized samples are available. The observation noise is taken to be a stationary, strongly mixing process, which covers a wide range of processes including autoregressive moving average (ARMA) models. The noise is allowed to be Gaussian or to have a heavy-tail (with possibly infinite variance). An estimate of the signal parameters is proposed and is shown to be weakly consistent. Joint asymptotic normality of the parameters estimate is also established and the asymptotic mean and covariance matrices are identified.
Keywords :
Gaussian noise; autoregressive moving average processes; covariance matrices; parameter estimation; quantisation (signal); 1-bit dithered quantized data; ARMA models; Gaussian noise; asymptotic mean matrices; autoregressive moving average models; covariance matrices; dependent noise; multivariate signal parameter estimation; sensor networks; word length 1 bit; Autoregressive processes; Direction of arrival estimation; Frequency estimation; Gaussian noise; Materials science and technology; Maximum likelihood estimation; Parameter estimation; Quantization; Sensor phenomena and characterization; Signal processing; 1-bit dithered quantization; dependent data; sensor networks; signal parameters estimation;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.2008.917637