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FIR system identification with set-valued and precise observations from multiple sensors

文献类型：期刊论文

作者Zhang, Hang1,2; Wang, Ting2; Zhao, Yanlong1,2
刊名SCIENCE CHINA-INFORMATION SCIENCES
出版日期2019-05-01
卷号62期号:5页码:16
关键词system identification FIR system set-valued precise fusion estimation quasi-convex combination estimator
ISSN号1674-733X
DOI10.1007/s11432-018-9604-0
英文摘要This paper considers the system identification problem for FIR (finite impulse response) systems with set-valued and precise observations received from multiple sensors. A fusion estimation algorithm based on some suitable identification algorithms for different types of observations is proposed. In particular, least square method is chosen for FIR systems with precise observations, while empirical measure method and EM algorithm are chosen for FIR systems with set-valued observations in the cases of periodic and general system inputs, respectively. Then, the quasi-convex combination estimator (QCCE) fusing the two different estimators by a linear combination with appropriate weights is constructed. Furthermore, the convergence properties are theoretically analyzed in terms of strong consistency and asymptotic efficiency. The fused estimator QCCE is proved to achieve the Cramer-Rao (CR) lower bound asymptotically under periodic inputs. Extensive numerical simulations validate the superiority of the fusion estimation algorithm under both periodic and general inputs.
资助项目National Key Research and Development Program of China[2016YFB0901902] ; National Natural Science Foundation of China[61803370] ; National Natural Science Foundation of China[61622309] ; National Key Basic Research Program of China (973 Program)[2014CB845301]
WOS研究方向Computer Science ; Engineering
语种英语
WOS记录号WOS:000463845800001
出版者SCIENCE PRESS
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/34430]  
专题系统科学研究所
通讯作者Zhao, Yanlong
作者单位1.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
2.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China
推荐引用方式
GB/T 7714		 Zhang, Hang,Wang, Ting,Zhao, Yanlong. FIR system identification with set-valued and precise observations from multiple sensors[J]. SCIENCE CHINA-INFORMATION SCIENCES,2019,62(5):16.
APA Zhang, Hang,Wang, Ting,&Zhao, Yanlong.(2019).FIR system identification with set-valued and precise observations from multiple sensors.SCIENCE CHINA-INFORMATION SCIENCES,62(5),16.
MLA Zhang, Hang,et al."FIR system identification with set-valued and precise observations from multiple sensors".SCIENCE CHINA-INFORMATION SCIENCES 62.5(2019):16.

入库方式： OAI收割

来源：数学与系统科学研究院

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