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LS-Based Parameter Estimation of DARMA Systems with Uniformly Quantized Observations
Jing Lida; Zhang Ji-Feng1
2021-08-08
Source PublicationJOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
ISSN1009-6124
Pages18
AbstractThis paper is concerned with the parameter estimation of deterministic autoregressive moving average (DARMA) systems with quantization data. The estimation algorithms adopted here are the least squares (LS) and the forgetting factor LS, and the signal quantizer is of uniform, that is, with uniform quantization error. The authors analyse the properties of the LS and the forgetting factor LS, and establish the boundedness of the estimation errors and a relationship of the estimation errors with the size of quantization error, which implies that the smaller the quantization error is, the smaller the estimation error is. A numerical example is given to demonstrate theorems.
KeywordDiscrete-time linear time-invariant systems parameter estimation quantized output
DOI10.1007/s11424-021-0314-y
Indexed BySCI
Language英语
Funding ProjectNational Key R&D Program of China[2018YFA0703800] ; National Natural Science Foundation of China[61877057]
WOS Research AreaMathematics
WOS SubjectMathematics, Interdisciplinary Applications
WOS IDWOS:000682818700003
PublisherSPRINGER HEIDELBERG
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/59045
Collection中国科学院数学与系统科学研究院
Corresponding AuthorZhang Ji-Feng
Affiliation1.Chinese Acad Sci, Acad Math & Syst Sci, Inst 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
Jing Lida,Zhang Ji-Feng. LS-Based Parameter Estimation of DARMA Systems with Uniformly Quantized Observations[J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,2021:18.
APA Jing Lida,&Zhang Ji-Feng.(2021).LS-Based Parameter Estimation of DARMA Systems with Uniformly Quantized Observations.JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,18.
MLA Jing Lida,et al."LS-Based Parameter Estimation of DARMA Systems with Uniformly Quantized Observations".JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY (2021):18.
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