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  • 标题:Granger Causality of Gaussian Signals from Binary or Non-uniformly Quantized Measurements ⁎ ⁎
  • 本地全文:下载
  • 作者:Salman Ahmadi ; Girish N. Nair
  • 期刊名称:IFAC PapersOnLine
  • 印刷版ISSN:2405-8963
  • 出版年度:2021
  • 卷号:54
  • 期号:9
  • 页码:677-683
  • DOI:10.1016/j.ifacol.2021.06.129
  • 语种:English
  • 出版社:Elsevier
  • 摘要:AbstractThis paper studies the assessment of Granger causality between jointly Gaussian signals from binary/non-uniformly quantized measurements. A necessary and sufficient condition is proposed for Granger causality inference under binary quantization. Furthermore, sufficient conditions are introduced to infer Granger causality between jointly Gaussian signals through non-uniformly quantized measurements. No assumptions are made on the identifiability of the jointly Gaussian random processes through the quantized observations.
  • 关键词:KeywordsGranger causalityjointly Gaussian random processesnon-uniform quantizationbinary quantization
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