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Asymptotic efficiency and probabilistic error bound for maximum likelihood-based identification of finite impulse response systems with binary-valued observations and unreliable communications

文献类型：期刊论文

作者Guo, Jin1,3; Cheng, Jing1,3; Xue, Wenchao2; Zhao, Yanlong2
刊名INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING
出版日期2020-09-02
页码18
关键词binary-valued observations FIR systems packet losses parameter identification transmission errors
ISSN号0890-6327
DOI10.1002/acs.3164
英文摘要This article addresses the identification of finite impulse response systems with binary-valued observations under packet losses and transmission errors. First, the maximum likelihood function of the available data sequence is derived, based on which the estimation algorithm for the unknown parameter vector is given. Then, by making full use of the statistical properties of communication uncertainty and system noise, the algorithm performance is established, including the strong convergence, the mean-square convergence rate, and the asymptotic efficiency in terms of Cramer-Rao low bound. Also the probabilistic upper bound and lower bound of the estimation error are presented. Finally, the validity and rationality of the results are verified by numerical simulation.
资助项目National Key Research and Development Program of China[2018YFA0703800] ; National Natural Science Foundation of China[61773054] ; National Natural Science Foundation of China[61622309] ; Fundamental Research Funds for the Central Universities[FRF-TP-19-015B1]
WOS研究方向Automation & Control Systems ; Engineering
语种英语
WOS记录号WOS:000564893600001
出版者WILEY
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/52042]  
专题系统科学研究所
通讯作者Zhao, Yanlong
作者单位1.Univ Sci & Technol Beijing, Sch Automat & Elect Engn, Beijing, Peoples R China
2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China
3.Minist Educ, Key Lab Knowledge Automat Ind Proc, Beijing, Peoples R China
推荐引用方式
GB/T 7714		 Guo, Jin,Cheng, Jing,Xue, Wenchao,et al. Asymptotic efficiency and probabilistic error bound for maximum likelihood-based identification of finite impulse response systems with binary-valued observations and unreliable communications[J]. INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING,2020:18.
APA Guo, Jin,Cheng, Jing,Xue, Wenchao,&Zhao, Yanlong.(2020).Asymptotic efficiency and probabilistic error bound for maximum likelihood-based identification of finite impulse response systems with binary-valued observations and unreliable communications.INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING,18.
MLA Guo, Jin,et al."Asymptotic efficiency and probabilistic error bound for maximum likelihood-based identification of finite impulse response systems with binary-valued observations and unreliable communications".INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING (2020):18.

入库方式： OAI收割

来源：数学与系统科学研究院

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