Recursive consistent estimation with bounded noise

  • Authors:
  • S. Rangan;V. K. Goyal

  • Affiliations:
  • Flarion Technol., Bedminster, NJ;-

  • Venue:
  • IEEE Transactions on Information Theory
  • Year:
  • 2001

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Abstract

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” O(1/n 2), where n is the number of samples. This rate is faster than the O(1/n) MSE obtained by standard recursive least squares estimation and is optimal to within a constant factor