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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, Jin1,2; Cheng, Jing1,2; Xue, Wenchao3; Zhao, Yanlong3
2020-09-02
Source PublicationINTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING
ISSN0890-6327
Pages18
AbstractThis 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.
Keywordbinary-valued observations FIR systems packet losses parameter identification transmission errors
DOI10.1002/acs.3164
Indexed BySCI
Language英语
Funding ProjectNational 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 Research AreaAutomation & Control Systems ; Engineering
WOS SubjectAutomation & Control Systems ; Engineering, Electrical & Electronic
WOS IDWOS:000564893600001
PublisherWILEY
Citation statistics
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/52043
Collection系统科学研究所
Corresponding AuthorZhao, Yanlong
Affiliation1.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
Recommended Citation
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.
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