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firsystemidentificationwithsetvaluedandpreciseobservationsfrommultiplesensors
Zhang Hang; Wang Ting; Zhao Yanlong
2019-01-01
发表期刊sciencechinainformationscience
ISSN1674-733X
卷号62期号:5
摘要This 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.
语种英语
文献类型期刊论文
条目标识符http://ir.amss.ac.cn/handle/2S8OKBNM/36113
专题系统科学研究所
作者单位中国科学院数学与系统科学研究院
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GB/T 7714
Zhang Hang,Wang Ting,Zhao Yanlong. firsystemidentificationwithsetvaluedandpreciseobservationsfrommultiplesensors[J]. sciencechinainformationscience,2019,62(5).
APA Zhang Hang,Wang Ting,&Zhao Yanlong.(2019).firsystemidentificationwithsetvaluedandpreciseobservationsfrommultiplesensors.sciencechinainformationscience,62(5).
MLA Zhang Hang,et al."firsystemidentificationwithsetvaluedandpreciseobservationsfrommultiplesensors".sciencechinainformationscience 62.5(2019).
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