Theoretical Limits of Parameter Estimation Based on Quantized Data

  • Tamás Virosztek Department of Measurement Technology and Information Systems, Faculty of Electrical Engineering and Informatics, Budapest University of Technology and Economics, HungaryDepartment of Measurement Technology and Information Systems, Faculty of Electrical Engineering and Informatics, Budapest University of Technology and Economics, Hungary
  • István Kollár Department of Measurement Technology and Information Systems, Faculty of Electrical Engineering and Informatics, Budapest University of Technology and Economics, Hungary

Abstract

Parameter estimation of band-limited periodic signals (sine and multisine waves) is a very common task in the field of measurement technology and control engineering. In the overwhelming majority of data acquisition and control systems the analog signals of the real world are sampled an quantized using analog-to-digital converters (ADCs). To estimate the parameters of the analog signal and the parameters of the quantizer from the same measurement record is an obvious need in these cases. The parameters of the recorded signal can be used to calculate the response of our system (e.g. signals of the actuators) while the parameters of the quantizer can be used to identify the transfer characteristic of the measurement channel. Maximum likelihood (ML) estimation of the quantizer and analog signal parameters has been developed to perform this task and to provide asymptotically unbiased and efficient estimators for the quantizer and signal parameters. This paper investigates the theoretical limits of this kind of estimation: provides the Cramér-Rao Lower Bound (CRLB) for the covariance of the achieved estimators and compares them to CRLB values obtained using less complex signal and channel models. This article also provides a comparison of the empirical covariance of estimator populations achieved different ways to the CRLB of estimation. The major tendencies are drawn and explanation for them is provided as well.

Keywords

quantization, parameter estimation, sine wave, maximum likelihood, CRLB
Published in Onlinefirst
17-08-2017
How to Cite
VIROSZTEK, Tamás; KOLLÁR, István. Theoretical Limits of Parameter Estimation Based on Quantized Data. Periodica Polytechnica Electrical Engineering and Computer Science, [S.l.], v. 61, n. 4, p. 312-319, 2017. ISSN 2064-5279. Available at: <https://pp.bme.hu/eecs/article/view/10224>. Date accessed: 21 nov. 2017. doi: https://doi.org/10.3311/PPee.10224.
Section
Articles