arXivDaily arXiv每日学术速递 周一至周五更新
arXiv周末暂无论文更新,休息一下吧,周末愉快~~
arXiv 1310.6945cs.ITmath.IT
收藏

参数估计的最优标量Quantization

Optimal Scalar Quantization for Parameter Estimation

Rodrigo Cabral Farias, Jean-Marc Brossier

摘要:

在本文中,我们研究了一个渐近逼近的Fisher信息的标量参数估计使用量化的测量。我们发现,作为量化间隔的数量趋于无穷大,损失的量化引起的Fisher信息的量化位数的函数呈指数下降。通过区间密度和Fisher信息的解析表达式得到了最优量化器的特征。位置和尺度估计问题的最优均匀和非均匀量化之间的比较表明,非均匀量化只是稍微好一点。由于最佳量化间隔取决于未知参数,通过应用自适应算法,联合估计参数,并设置阈值的位置和规模估计问题,我们表明,在实践中,可以近似获得的渐近结果,仅使用4或5个量化位。

英文摘要:

In this paper, we study an asymptotic approximation of the Fisher information for the estimation of a scalar parameter using quantized measurements. We show that, as the number of quantization intervals tends to infinity, the loss of Fisher information induced by quantization decreases exponentially as a function of the number of quantization bits. A characterization of the optimal quantizer through its interval density and an analytical expression for the Fisher information are obtained. A comparison between optimal uniform and non-uniform quantization for the location and scale estimation problems shows that non-uniform quantization is only slightly better. As the optimal quantization intervals are shown to depend on the unknown parameters, by applying adaptive algorithms that jointly estimate the parameter and set the thresholds in the location and scale estimation problems, we show that the asymptotic results can be approximately obtained in practice using only 4 or 5 quantization bits.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑