Consistency of weighted least-square estimators for parameter estimation problems based on binary measurementsReport as inadecuate




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1 E3S - Supélec Sciences des Systèmes Gif-sur-Yvette 2 DCIS - Département Conception et Intégration dans les Systèmes CEA-LETI - Laboratoire d-Electronique et des Technologies de l-Information : DRT-LETI

Abstract : In this paper, we present a new weighted least-squares WLS approach for parameter estimation based on binary data. Two WLS criteria are studied. We show that these two criteria do not have the same asymptotical behavior although they are closely related. Particularly, in the presence of noise, one of the criteria used for determining the system parameters provides an appropriate estimation, whereas the other one leads to an underestimation of the system parameters. These asymptotical results are illustrated by simulations in Gaussian and non-Gaussian contexts.





Author: Jérôme Juillard - Kian Jafaridinani - Eric Colinet -

Source: https://hal.archives-ouvertes.fr/



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