Scenario-based EM identification for FIR systems having quantized output data

Abstract In this paper we describe a novel algorithm for estimating the parameters of a linear system when the observed output signal is quantized. This question has relevance to many areas including sensor networks and telecommunications. The algorithm utilizes a set of pre-computed scenarios to reduce the computational complexity of EM type algorithms that are typically deployed for this kind of problem. More generally, the idea of utilizing scenarios seems to have widespread potential in system identification.

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