Recursive consistent estimation with bounded noise

  title={Recursive consistent estimation with bounded noise},
  author={Sundeep Rangan and Vivek K. Goyal},
  journal={IEEE Trans. Information Theory},
Estimation problems with bounded, uniformly distributed noise arise naturally in reconstruction problems from over complete linear expansions with subtractive dithered quantization. We present a simple recursive algorithm for such bounded-noise estimation problems. The mean-square error (MSE) of the algorithm is “almost” (1 ), where is the number of samples. This rate is faster than the (1 ) MSE obtained by standard recursive least squares estimation and is optimal to within a constant factor. 
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