System identification under saturated precise or set-valued measurements
Zhao, Yanlong1,2; Zhang, Hang1,2; Wang, Ting3; Kang, Guolian4
AbstractThis paper considers the system identification problem based on saturated precise or set-valued measurements, which is widely used in various fields and has essential difficulties. Since existing methodologies cannot make full use of the mixed data, this paper is aiming to fill the gap and build a unified framework in dealing with such problems rigorously and comprehensively. New algorithms are introduced and their properties are established. Most significantly, the Cramer-Rao (CR) lower bound based on the measurements is established, which consists of two parts with respect to the precise data and set-valued data, respectively. This prompts the idea of designing an estimation algorithm by grouping and combining the estimations under two classifications of data. As a result, a CR lower bound-based algorithm (CRBA) is constructed. The convergence properties are theoretically analyzed in terms of consistency and asymptotic efficiency under periodic inputs. For general inputs, an algorithm based on the CRBA that combines the expectation maximization (EM) algorithm for set-valued subsystems and the gradient descent algorithm for precise subsystems is proposed. Numerical simulations validate the superiority of the proposed algorithms.
Keywordsystem identification Cramer-Rao lower bound truncated data precise measurement set-valued measurement
Indexed BySCI
Funding ProjectNational Key R&D Program of China ; National Natural Science Foundation of China ; CAS Project for Young Scientists in Basic Research ; [2018YFA0703800] ; [62025306] ; [YSBR-008]
WOS Research AreaComputer Science ; Engineering
WOS SubjectComputer Science, Information Systems ; Engineering, Electrical & Electronic
WOS IDWOS:000905955400003
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Document Type期刊论文
Corresponding AuthorZhao, Yanlong
Affiliation1.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China
2.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
3.Univ Sci & Technol Beijing, Inst Artificial Intelligence, Beijing 100083, Peoples R China
4.St Jude Childrens Res Hosp, Dept Biostat, Memphis, TN 38105 USA
Recommended Citation
GB/T 7714
Zhao, Yanlong,Zhang, Hang,Wang, Ting,et al. System identification under saturated precise or set-valued measurements[J]. SCIENCE CHINA-INFORMATION SCIENCES,2023,66(1):20.
APA Zhao, Yanlong,Zhang, Hang,Wang, Ting,&Kang, Guolian.(2023).System identification under saturated precise or set-valued measurements.SCIENCE CHINA-INFORMATION SCIENCES,66(1),20.
MLA Zhao, Yanlong,et al."System identification under saturated precise or set-valued measurements".SCIENCE CHINA-INFORMATION SCIENCES 66.1(2023):20.
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