A unified identification algorithm of FIR systems based on binary observations with time-varying thresholds
文献类型：期刊论文
| 作者 | Wang, Ying1,2; Zhao, Yanlong1,2; Zhang, Ji-Feng1,2; Guo, Jin3 |
| 刊名 | AUTOMATICA
 |
| 出版日期 | 2022 |
| 卷号 | 135页码:14 |
| 关键词 | System identification Binary-valued observations Stochastic framework Deterministic framework |
| ISSN号 | 0005-1098 |
| DOI | 10.1016/j.automatica.2021.109990 |
| 英文摘要 | 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. |
| 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 |
| 语种 | 英语 |
| WOS记录号 | WOS:000792896700003 |
| 出版者 | PERGAMON-ELSEVIER SCIENCE LTD |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/61312]  |
| 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
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