Estimation of Auto-Regressive models for time series using Binary or Quantized Data
Romain Auber, Mathieu Pouliquen, Eric Pigeon, M. M’Saad, Olivier Géhan, Pierre-Alexandre Chapon, Sébastien Moussay · IFAC-PapersOnLine · 2018
In this paper, we first present an algorithm for the estimation of an Auto-Regressive model of time series using output data of a binary sensor. This algorithm is based on the estimation of the autocorrelation of time series for a threshold different from zero. The algorithm is then extended to time series with several quantization levels. Simulation results are given to show the effectiveness of the proposed approaches.