ESTIMATION QUALITY OF A WEIGHTED LEAST-SQUARE PARAMETER ESTIMATION METHOD BASED ON BINARY OBSERVATIONS

被引：0
|
作者：
Juillard, Jerome [1 ]
Jafari, Kian [1 ]
Colinet, Eric [2 ]
机构：
[1] SUPELEC, Dept Signal Proc & Elect Syst, Gif Sur Yvette, France
[2] CEA, LETI, MINATEC, Grenoble, France
来源：
18TH EUROPEAN SIGNAL PROCESSING CONFERENCE (EUSIPCO-2010) | 2010年
关键词：
SYSTEM-IDENTIFICATION; OUTPUT OBSERVATIONS;
D O I：
暂无
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
In this paper, we investigate the quality of a weighted least-square (WLS) parameter estimation method based on binary observations when only a finite number of samples are available. An upper bound of the number of samples that are necessary for identifying system with a given accuracy is theoretically derived. The accuracy is defined in the sense of correlation coefficient between the system parameters and our estimated system parameters. Furthermore, we compare theoretical results with simulations in order to study the validity of the results practically.
引用
收藏
页码：1043 / 1047
页数：5
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