Asymptotically Efficient Recursive Identification of FIR Systems With Binary-Valued Observations
文献类型：期刊论文
| 作者 | Zhang, Hang1,2; Wang, Ting1; Zhao, Yanlong1,2 |
| 刊名 | IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS
 |
| 出版日期 | 2021-05-01 |
| 卷号 | 51期号:5页码:2687-2700 |
| 关键词 | Finite impulse response filters Convergence Approximation algorithms Adaptive control Projection algorithms Estimation Control systems Asymptotic efficiency binary-valued observations convergence Cramé r– Rao (CR) lower bound identification |
| ISSN号 | 2168-2216 |
| DOI | 10.1109/TSMC.2019.2916022 |
| 英文摘要 | This paper considers the identification problem of finite impulse response (FIR) systems with binary-valued observations under the assumption of fixed threshold and bounded persistently excitations. A recursive projection algorithm is constructed to estimate the unknown parameter. For first-order FIR systems, the convergence properties of the algorithm are analyzed theoretically. With mild conditions on the weight coefficients in the parameter update, the algorithm is proved to be convergent in mean square and the convergence rate can be the reciprocal of the number of observations, which has the same order as the optimal estimation when the system output is exactly known. Furthermore, it is also shown that the Cramer-Rao (CR) lower bound is achieved asymptotically with proper weight coefficients, which indicates that the algorithm is optimal in the sense of asymptotic efficiency. Some numerical examples are simulated to demonstrate the effectiveness of the proposed algorithm in both first-order and high-order FIR systems. |
| 资助项目 | National Key Research and Development Program of China[2016YFB0901902] ; National Natural Science Foundation of China[61622309] ; National Natural Science Foundation of China[61803370] |
| WOS研究方向 | Automation & Control Systems ; Computer Science |
| 语种 | 英语 |
| WOS记录号 | WOS:000640749000005 |
| 出版者 | IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/58481]  |
| 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, Key Lab Syst & Control, Beijing 100190, Peoples R China 2.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China |
| 推荐引用方式 GB/T 7714 | Zhang, Hang,Wang, Ting,Zhao, Yanlong. Asymptotically Efficient Recursive Identification of FIR Systems With Binary-Valued Observations[J]. IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS,2021,51(5):2687-2700. |
| APA | Zhang, Hang,Wang, Ting,&Zhao, Yanlong.(2021).Asymptotically Efficient Recursive Identification of FIR Systems With Binary-Valued Observations.IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS,51(5),2687-2700. |
| MLA | Zhang, Hang,et al."Asymptotically Efficient Recursive Identification of FIR Systems With Binary-Valued Observations".IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS 51.5(2021):2687-2700. |
入库方式： OAI收割
来源：数学与系统科学研究院
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