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
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;
Conference_Titel :
Control Conference (CCC), 2015 34th Chinese
Conference_Location :
Hangzhou, China
DOI :
10.1109/ChiCC.2015.7259967