Highly Influenced

# Recursive consistent estimation with bounded noise

@article{Rangan2001RecursiveCE, title={Recursive consistent estimation with bounded noise}, author={Sundeep Rangan and Vivek K. Goyal}, journal={IEEE Trans. Information Theory}, year={2001}, volume={47}, pages={457-464} }

- Published 2001 in IEEE Trans. Information Theory
DOI:10.1109/18.904562

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.

#### From This Paper

##### Figures, tables, and topics from this paper.

#### Citations

##### Publications citing this paper.

#### Citation Statistics

#### 58 Citations

Citations per Year

Semantic Scholar estimates that this publication has

**58**citations based on the available data.See our **FAQ** for additional information.