Title :
Identification of ARMA models using intermittent and quantized output observations
Author :
Marellfi, Damidn ; Yoifi, Keyou ; Minyue Fu
Author_Institution :
Univ. of Newcastle, Newcastle, NSW, Australia
Abstract :
This paper studies system identification of ARMA models whose outputs are subject to finite-level quantization and random packet dropouts. A simple adaptive quantizer and the corresponding recursive identification algorithm are proposed and shown to be optimal in the sense of asymptotically achieving the minimum mean square estimation error. The joint effects of finite-level quantization and random packet dropouts on identification accuracy are exactly quantified. The theoretic results are verified by simulations.
Keywords :
autoregressive moving average processes; identification; mean square error methods; quantisation (signal); recursive estimation; ARMA models; adaptive quantizer; finite-level quantization; minimum mean square estimation error; output observations; random packet dropouts; recursive identification algorithm; system identification; Accuracy; Joints; Kalman filters; Maximum likelihood estimation; Quantization; Wireless sensor networks; ARMA models; System identification; packet dropouts; quantization;
Conference_Titel :
Acoustics, Speech and Signal Processing (ICASSP), 2011 IEEE International Conference on
Conference_Location :
Prague
Print_ISBN :
978-1-4577-0538-0
Electronic_ISBN :
1520-6149
DOI :
10.1109/ICASSP.2011.5947248