Asymptotically efficient identification of FIR systems with quantized observations and general quantized inputs

doi:10.1016/j.automatica.2015.04.009

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	Asymptotically efficient identification of FIR systems with quantized observations and general quantized inputs
	Guo, Jin 1; Wang, Le Yi 2; Yin, George 3; Zhao, Yanlong4 ; Zhang, Ji-Feng4
	2015-07-01
发表期刊	AUTOMATICA
ISSN	0005-1098
卷号	57 页码:113-122
摘要	This paper introduces identification algorithms for finite impulse response systems under quantized output observations and general quantized inputs. While asymptotically efficient algorithms for quantized identification under periodic inputs are available, their counterpart under general inputs has encountered technical difficulties and evaded satisfactory resolutions. Under quantized inputs, this paper resolves this issue with constructive solutions. A two-step algorithm is developed, which demonstrates desired convergence properties including strong convergence, mean-square convergence, convergence rates, asymptotic normality, and asymptotical efficiency in terms of the Cramer-Rao lower bound. Some essential conditions on input excitation are derived that ensure identifiability and convergence. It is shown that by a suitable selection of the algorithm's weighting matrix, the estimates become asymptotically efficient. The strong and mean-square convergence rates are obtained. Optimal input design is given. Also the joint identification of noise distribution functions and system parameters is investigated. Numerical examples are included to illustrate the main results of this paper. (C) 2015 Elsevier Ltd. All rights reserved.
关键词	System identification Quantization Non-periodic input Asymptotic efficiency Input design
DOI	10.1016/j.automatica.2015.04.009
语种	英语
资助项目	Army Research Office[W911NF-12-1-0223] ; National Natural Science Foundation of China[61174042] ; National Natural Science Foundation of China[61403027] ; National Natural Science Foundation of China[612279002]
WOS研究方向	Automation & Control Systems ; Engineering
WOS类目	Automation & Control Systems ; Engineering, Electrical & Electronic
WOS记录号	WOS:000356746500015
出版者	PERGAMON-ELSEVIER SCIENCE LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/20098
专题	系统科学研究所
通讯作者	Guo, Jin
作者单位	1.Univ Sci & Technol Beijing, Sch Automat & Elect Engn, Beijing 100083, Peoples R China 2.Wayne State Univ, Dept Elect & Comp Engn, Detroit, MI 48202 USA 3.Wayne State Univ, Dept Math, Detroit, MI 48202 USA 4.Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Guo, Jin,Wang, Le Yi,Yin, George,et al. Asymptotically efficient identification of FIR systems with quantized observations and general quantized inputs[J]. AUTOMATICA,2015,57:113-122.
APA	Guo, Jin,Wang, Le Yi,Yin, George,Zhao, Yanlong,&Zhang, Ji-Feng.(2015).Asymptotically efficient identification of FIR systems with quantized observations and general quantized inputs.AUTOMATICA,57,113-122.
MLA	Guo, Jin,et al."Asymptotically efficient identification of FIR systems with quantized observations and general quantized inputs".AUTOMATICA 57(2015):113-122.