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A unified identification algorithm of FIR systems based on binary observations with time-varying thresholds
Wang, Ying1,2; Zhao, Yanlong1,2; Zhang, Ji-Feng1,2; Guo, Jin3
2022
Source PublicationAUTOMATICA
ISSN0005-1098
Volume135Pages:14
AbstractThis paper is concerned with parameter estimation of finite impulse response (FIR) systems with binary observations. Combining a suitable design of the time-varying thresholds, a kind of sign-error type unified algorithm with projection is investigated for either deterministic systems or stochastic systems. The convergence properties of the studied algorithm are established under bounded persistent excitations. Specifically, for the case without noise, the square convergence rate is proved to be close to O(1/k(2)) with respect to the time step k. For the case with bounded noises, the upper bound of the estimation error is obtained, which depends on the bound of the noises and the lower bound of the input persistent excitation condition. For the case with independent and identically distributed (i.i.d.) stochastic noises, the estimate is shown to converge to the true parameter in the sense of mean square and almost surely. Besides, the mean square convergence rate of the estimation error is of the order O (1/k). Numerical examples are supplied to demonstrate the theoretical results. (C)& nbsp;2021 Elsevier Ltd. All rights reserved.
KeywordSystem identification Binary-valued observations Stochastic framework Deterministic framework
DOI10.1016/j.automatica.2021.109990
Indexed BySCI
Language英语
Funding ProjectNational Key R&D Program of China[2018YFA0703800] ; National Natural Science Foundation of China[61877057] ; National Natural Science Foundation of China[62025306] ; Open Fund Program of Beijing National Research Center for Information Science and Technology
WOS Research AreaAutomation & Control Systems ; Engineering
WOS SubjectAutomation & Control Systems ; Engineering, Electrical & Electronic
WOS IDWOS:000792896700003
PublisherPERGAMON-ELSEVIER SCIENCE LTD
Citation statistics
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/61313
Collection中国科学院数学与系统科学研究院
Corresponding AuthorZhao, Yanlong
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
3.Univ Sci & Technol Beijing, Sch Automat & Elect Engn, Beijing 100083, Peoples R China
Recommended Citation
GB/T 7714
Wang, Ying,Zhao, Yanlong,Zhang, Ji-Feng,et al. A unified identification algorithm of FIR systems based on binary observations with time-varying thresholds[J]. AUTOMATICA,2022,135:14.
APA Wang, Ying,Zhao, Yanlong,Zhang, Ji-Feng,&Guo, Jin.(2022).A unified identification algorithm of FIR systems based on binary observations with time-varying thresholds.AUTOMATICA,135,14.
MLA Wang, Ying,et al."A unified identification algorithm of FIR systems based on binary observations with time-varying thresholds".AUTOMATICA 135(2022):14.
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