Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
The 40th ISCIE International Symposium on Stochastic Systems Theory and Its Applications (Nov. 2008, Kyoto)
Identification of Errors-In-Variables Models from Quantized Input-Output Measurements via Bias-Compensation Based Method
Masato IkenoueShunshoku KanaeZi-Jiang YangKiyoshi Wada
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2009 Volume 2009 Pages 109-116

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Abstract
In this paper, the method of consistent estimation of the EIV models based on the quantized input-output measurements is studied. A new bias-compensation based method, named the bias-compensated instrumental variable type (BCIV-type) method, has been proposed for the quantized EIV models identification. The proposed BCIV-type method is based on compensation of asymptotic bias on the instrumental variable type (IV-type) estimates by making use of noises variances and quantization errors variances estimates. It is demonstrated that the proposed method can give consistent parameter estimate via simulation results.
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© 2009 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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