Adjustable Quantizers for Joint Estimation of Location and Scale Parameters

Rodrigo Cabral Farias (1) , Jean-Marc Brossier (1)

1 GIPSA-CICS - GIPSA - Communication Information and Complex Systems

An adaptive algorithm to estimate jointly unknown location and scale parameters of a sequence of symmetrically distributed independent and identically distributed random variables using quantized measurements from a quantizer with adjustable input gain and input offset is presented. The asymptotic variance of estimation is obtained, simulations under Cauchy and Gaussian distributions are presented to validate the asymptotic results and they are compared to the continuous optimal estimator performance.

Mots clés: Quantization; Parameter estimation; Adaptive algorithm

Domaines: Traitement du signal et de l'image [eess.SP]; Traitement du signal et de l'image [eess.SP]

Rodrigo Cabral Farias, Jean-Marc Brossier. Adjustable Quantizers for Joint Estimation of Location and Scale Parameters. ICASSP 2013 - 38th IEEE International Conference on Acoustics, Speech and Signal Processing, May 2013, Vancouver, Canada. pp.SPTM-P13.7. ⟨hal-00875935⟩