Bit Efficient Toeplitz Covariance Estimation
Bit Efficient Toeplitz Covariance Estimation
This paper addresses the challenge of Toeplitz covariance matrix estimation from partial entries of random quantized samples. To balance trade-offs among the number of samples, the number of entries observed per sample, and the data resolution, we propose a ruler-based quantized Toeplitz covariance estimator. We derive non-asymptotic error bounds and …