A unified identification algorithm of FIR systems based on binary observations with time-varying thresholds

doi:10.1016/j.automatica.2021.109990

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	A unified identification algorithm of FIR systems based on binary observations with time-varying thresholds
	Wang, Ying 1,2; Zhao, Yanlong 1,2; Zhang, Ji-Feng 1,2; Guo, Jin 3
	2022
发表期刊	AUTOMATICA
ISSN	0005-1098
卷号	135 页码:14
摘要	This 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.
关键词	System identification Binary-valued observations Stochastic framework Deterministic framework
DOI	10.1016/j.automatica.2021.109990
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] ; National Natural Science Foundation of China[62025306] ; Open Fund Program of Beijing National Research Center for Information Science and Technology
WOS研究方向	Automation & Control Systems ; Engineering
WOS类目	Automation & Control Systems ; Engineering, Electrical & Electronic
WOS记录号	WOS:000792896700003
出版者	PERGAMON-ELSEVIER SCIENCE LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/61313
专题	中国科学院数学与系统科学研究院
通讯作者	Zhao, Yanlong
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 3.Univ Sci & Technol Beijing, Sch Automat & Elect Engn, Beijing 100083, Peoples R China
推荐引用方式 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.