LS-Based Parameter Estimation of DARMA Systems with Uniformly Quantized Observations

doi:10.1007/s11424-021-0314-y

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	LS-Based Parameter Estimation of DARMA Systems with Uniformly Quantized Observations
	Jing Lida ; Zhang Ji-Feng 1
	2021-08-08
发表期刊	JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
ISSN	1009-6124
页码	18
摘要	This 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.
关键词	Discrete-time linear time-invariant systems parameter estimation quantized output
DOI	10.1007/s11424-021-0314-y
收录类别	SCI
语种	英语
资助项目	National Key R&D Program of China[2018YFA0703800] ; National Natural Science Foundation of China[61877057]
WOS研究方向	Mathematics
WOS类目	Mathematics, Interdisciplinary Applications
WOS记录号	WOS:000682818700003
出版者	SPRINGER HEIDELBERG
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/59045
专题	中国科学院数学与系统科学研究院
通讯作者	Zhang Ji-Feng
作者单位	1.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
推荐引用方式 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.