System identification based on quantized I/O data corrupted with noises and its performance improvement

Author

Suzuki, Hiromi ; Sugie, Toshiharu

Author_Institution

Dept. of Syst. Sci., Kyoto Univ.

fYear

2006

fDate

13-15 Dec. 2006

Firstpage

3684

Lastpage

3689

Abstract

This paper proposes an identification method for linear systems based on the quantized input-output (I/O) data in the presence of measurement noises. First, the parameter estimation error due to quantization of I/O data is analyzed from the statistical viewpoint when an instrumental variable (IV) method or the least squares (LS) one is adopted. Then, based on the analysis, an IV method suitably adjusted for quantized data is obtained. In addition, a multi-step algorithm is proposed to enhance the estimation performance. The validity of the proposed method is evaluated through a numerical example

Keywords

iterative methods; linear systems; parameter estimation; quantisation (signal); statistical analysis; I/O data quantization; instrumental variable method; least squares; linear system; measurement noise; multistep algorithm; parameter estimation error analysis; quantized input-output data; statistical analysis; system identification; Control systems; Digital control; Instruments; Least squares approximation; Linear systems; Noise measurement; Parameter estimation; Quantization; System identification; USA Councils; Linear system identification; discrete-time systems; uniform quantization;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 2006 45th IEEE Conference on

Conference_Location

San Diego, CA

Print_ISBN

1-4244-0171-2

Type

conf

DOI

10.1109/CDC.2006.377541

Filename

4177492