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FIR system identification with set-valued and precise observations from multiple sensors
Zhang, Hang1,2; Wang, Ting1; Zhao, Yanlong1,2
2019-05-01
Source PublicationSCIENCE CHINA-INFORMATION SCIENCES
ISSN1674-733X
Volume62Issue:5Pages:16
AbstractThis paper considers the system identification problem for FIR (finite impulse response) systems with set-valued and precise observations received from multiple sensors. A fusion estimation algorithm based on some suitable identification algorithms for different types of observations is proposed. In particular, least square method is chosen for FIR systems with precise observations, while empirical measure method and EM algorithm are chosen for FIR systems with set-valued observations in the cases of periodic and general system inputs, respectively. Then, the quasi-convex combination estimator (QCCE) fusing the two different estimators by a linear combination with appropriate weights is constructed. Furthermore, the convergence properties are theoretically analyzed in terms of strong consistency and asymptotic efficiency. The fused estimator QCCE is proved to achieve the Cramer-Rao (CR) lower bound asymptotically under periodic inputs. Extensive numerical simulations validate the superiority of the fusion estimation algorithm under both periodic and general inputs.
Keywordsystem identification FIR system set-valued precise fusion estimation quasi-convex combination estimator
DOI10.1007/s11432-018-9604-0
Language英语
Funding ProjectNational Key Research and Development Program of China[2016YFB0901902] ; National Natural Science Foundation of China[61803370] ; National Natural Science Foundation of China[61622309] ; National Key Basic Research Program of China (973 Program)[2014CB845301]
WOS Research AreaComputer Science ; Engineering
WOS SubjectComputer Science, Information Systems ; Engineering, Electrical & Electronic
WOS IDWOS:000463845800001
PublisherSCIENCE PRESS
Citation statistics
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/34431
Collection系统科学研究所
Corresponding AuthorZhao, Yanlong
Affiliation1.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China
2.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
Recommended Citation
GB/T 7714
Zhang, Hang,Wang, Ting,Zhao, Yanlong. FIR system identification with set-valued and precise observations from multiple sensors[J]. SCIENCE CHINA-INFORMATION SCIENCES,2019,62(5):16.
APA Zhang, Hang,Wang, Ting,&Zhao, Yanlong.(2019).FIR system identification with set-valued and precise observations from multiple sensors.SCIENCE CHINA-INFORMATION SCIENCES,62(5),16.
MLA Zhang, Hang,et al."FIR system identification with set-valued and precise observations from multiple sensors".SCIENCE CHINA-INFORMATION SCIENCES 62.5(2019):16.
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