Asymptotic efficiency and probabilistic error bound for maximum likelihood-based identification of finite impulse response systems with binary-valued observations and unreliable communications

doi:10.1002/acs.3164

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	Asymptotic efficiency and probabilistic error bound for maximum likelihood-based identification of finite impulse response systems with binary-valued observations and unreliable communications
	Guo, Jin 1,2; Cheng, Jing 1,2; Xue, Wenchao3 ; Zhao, Yanlong3
	2020-09-02
发表期刊	INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING
ISSN	0890-6327
页码	18
摘要	This article addresses the identification of finite impulse response systems with binary-valued observations under packet losses and transmission errors. First, the maximum likelihood function of the available data sequence is derived, based on which the estimation algorithm for the unknown parameter vector is given. Then, by making full use of the statistical properties of communication uncertainty and system noise, the algorithm performance is established, including the strong convergence, the mean-square convergence rate, and the asymptotic efficiency in terms of Cramer-Rao low bound. Also the probabilistic upper bound and lower bound of the estimation error are presented. Finally, the validity and rationality of the results are verified by numerical simulation.
关键词	binary-valued observations FIR systems packet losses parameter identification transmission errors
DOI	10.1002/acs.3164
收录类别	SCI
语种	英语
资助项目	National Key Research and Development Program of China[2018YFA0703800] ; National Natural Science Foundation of China[61773054] ; National Natural Science Foundation of China[61622309] ; Fundamental Research Funds for the Central Universities[FRF-TP-19-015B1]
WOS研究方向	Automation & Control Systems ; Engineering
WOS类目	Automation & Control Systems ; Engineering, Electrical & Electronic
WOS记录号	WOS:000564893600001
出版者	WILEY
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/52043
专题	系统科学研究所
通讯作者	Zhao, Yanlong
作者单位	1.Univ Sci & Technol Beijing, Sch Automat & Elect Engn, Beijing, Peoples R China 2.Minist Educ, Key Lab Knowledge Automat Ind Proc, Beijing, Peoples R China 3.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,Cheng, Jing,Xue, Wenchao,et al. Asymptotic efficiency and probabilistic error bound for maximum likelihood-based identification of finite impulse response systems with binary-valued observations and unreliable communications[J]. INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING,2020:18.
APA	Guo, Jin,Cheng, Jing,Xue, Wenchao,&Zhao, Yanlong.(2020).Asymptotic efficiency and probabilistic error bound for maximum likelihood-based identification of finite impulse response systems with binary-valued observations and unreliable communications.INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING,18.
MLA	Guo, Jin,et al."Asymptotic efficiency and probabilistic error bound for maximum likelihood-based identification of finite impulse response systems with binary-valued observations and unreliable communications".INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING (2020):18.