Skip to main navigation Skip to search Skip to main content

AR time-series identification using quantized observations

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

3 Citations (Scopus)

Abstract

In the paper an approach to AR time-series identification based on observations obtained using data acquisition system equipped with a quantizer having saturation is presented. In the presented approach AR time-series model identification is replaced by an ARMA time-series model identification that returns parameters of AR time-series. A focus on model identification for ultra low- and ultra high-power AR time-series is given. The presented discussion is illustrated by a simulation case study showing properties of the presented approach.

Original languageEnglish
Title of host publication2014 19th International Conference on Methods and Models in Automation and Robotics, MMAR 2014
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages235-239
Number of pages5
ISBN (Electronic)9781479950812
DOIs
Publication statusPublished - 13 Nov 2014
Event2014 19th International Conference on Methods and Models in Automation and Robotics, MMAR 2014 - Miedzyzdroje, Poland
Duration: 2 Sept 2014 → 5 Sept 2014

Publication series

Name2014 19th International Conference on Methods and Models in Automation and Robotics, MMAR 2014

Conference

Conference2014 19th International Conference on Methods and Models in Automation and Robotics, MMAR 2014
Country/TerritoryPoland
CityMiedzyzdroje
Period2/09/14 → 5/09/14

ASJC Scopus subject areas

  • Artificial Intelligence
  • Human-Computer Interaction

Fingerprint

Dive into the research topics of 'AR time-series identification using quantized observations'. Together they form a unique fingerprint.

Cite this