DocumentCode
2247023
Title
An extension on the quantized input condition for FIR systems identification with quantized observations
Author
He, Yanyu ; Guo, Jin ; Zhao, Yanlong
Author_Institution
Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, P.R. China
fYear
2015
fDate
28-30 July 2015
Firstpage
2156
Lastpage
2160
Abstract
This paper extends the quantized input condition in the identification for finite impulse response systems under quantized output observations, and investigates the convergence performance of the two-step estimation algorithm formed by combining the quasi-convex combination estimator and weighted least-squares optimization. We employ the limit inferior of the regressors´ frequencies of occurrences to character the input´s persistent excitation, under which the strong convergence and convergence rate of the algorithm are derived. It is interesting that the estimates can be asymptotically efficient with a suitable selection of the weighting matrix in the algorithm, even though the limit of Cramér-Rao lower bound times the data length does not exist as the data length goes to infinity. A numerical example is included to illustrate the main results obtained.
Keywords
Adaptive systems; Convergence; Estimation error; Finite impulse response filters; Manganese; Optimization; System identification; asymptotic efficiency; quantized input; quantized output observations;
fLanguage
English
Publisher
ieee
Conference_Titel
Control Conference (CCC), 2015 34th Chinese
Conference_Location
Hangzhou, China
Type
conf
DOI
10.1109/ChiCC.2015.7259967
Filename
7259967
Link To Document