On the exact recovery of higher-order moments of noisy signals

L. Cheded*

*Corresponding author for this work

Research output: Contribution to conferencePaperpeer-review

5 Scopus citations

Abstract

The importance of moments in science and engineering, as witnessed by the continuous and wide applicability of second-order moments (correlations) and the recent use of their higher-order brethren, is clearly unquestionable. Due to the predominance of digital, rather than analogue, signal processing, it is of practical importance to investigate the impact of amplitude quantization on the exact recovery of unquantized moments from their quantized counterparts. In this paper, we extend the results of [1] to the more general and interesting case where no a priori knowledge of the quantizer input's membership of the class Lp is available. We introduce a new Moment-Sense Input/Output Function hp(x) that statistically characterizes the quantizer. Two new theorems are also stated that solve the exact moment recovery problem. Finally, two approaches to this problem are presented with some simulation results, based on a 1-bit quantizer, that subtantiate very well the theory.

Original languageEnglish
Pages295-296
Number of pages2
StatePublished - 1996

ASJC Scopus subject areas

  • Signal Processing
  • Electrical and Electronic Engineering

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