Title :
Identification Input Design for Consistent Parameter Estimation of Linear Systems With Binary-Valued Output Observations
Author :
Le Yi Wang ; Yin, G. George ; Zhao, Yanlong ; Zhang, Ji-Feng
Author_Institution :
Dept. of Electr. & Comput. Eng., Wayne State Univ., Detroit, MI
fDate :
5/1/2008 12:00:00 AM
Abstract :
Input design is of essential importance in system identification for providing sufficient probing capabilities to guarantee convergence of parameter estimates to their true values. This paper presents conditions on input signals that characterize their probing richness for strongly consistent parameter estimation of linear systems with binary-valued output observations. Necessary and sufficient conditions on periodic signals are derived for sufficient richness. These conditions are further studied under different system configurations including open-loop and feedback systems, and different scenarios of noises including actuator noise, input measurement noise, and output measurement noise. In addition to system parameter estimation, essential properties of identifiability and input conditions are also derived when sensor thresholds or noise distribution functions are unknown. The findings of this paper provide a foundation to study identification of systems that either use binary-valued or quantized sensors or involve communication channels, which mandate quantization of signals.
Keywords :
feedback; linear systems; noise; open loop systems; parameter estimation; quantisation (signal); actuator noise; binary-valued output observations; communication channels; consistent parameter estimation; feedback systems; identification input design; input measurement noise; linear systems; output measurement noise; periodic signals; quantized sensors; Actuators; Convergence; Distribution functions; Linear systems; Noise measurement; Output feedback; Parameter estimation; Sensor systems; Sufficient conditions; System identification; Binary-valued observation; distribution function; identification; input design; parameter estimation; sensor threshold; sufficient excitation;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2008.920222