Scheduled System Maintenance:
On Monday, April 27th, IEEE Xplore will undergo scheduled maintenance from 1:00 PM - 3:00 PM ET (17:00 - 19:00 UTC). No interruption in service is anticipated.
By Topic

Exact maximum likelihood estimation of the parameter in the AR(1) process after hard limiting (Corresp.)

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

1 Author(s)

We consider the problem of maximum likelihood estimation of the parameter in the first-order autoregressive stationary process after loss of information due to hard limiting. For this particular transformation, the exact maximum likelihood estimator is found, and its distribution function is approximated. A numerical comparison with the common estimate obtained from the original data shows that, for moderate sample sizes and small variance of the error term, very little precision is lost as a result of the binary transformation. On the other hand, the suggested estimator is simple and easy to compute.

Published in:

Information Theory, IEEE Transactions on  (Volume:22 ,  Issue: 4 )