Title :
Finite sample properties of system identification with quantized output data
Author :
Weyer, Erik ; Ko, Sangho ; Campi, Marco C.
Author_Institution :
Dept. of Electr. & Electron. Eng., Univ. of Melbourne, Parkville, VIC, Australia
Abstract :
In this paper, we consider system identification with quantized output data. We show that by applying an LSCR (leave-out sign-dominant correlation regions) algorithm guaranteed non-asymptotic confidence sets for the system parameters can be obtained. The results and the confidence sets are valid for any finite number of data points, and there are no assumptions on the noise. Simulation examples are provided which illustrate the usefulness of the algorithm and which also point to open research problems in quantizer and input signal design.
Keywords :
correlation methods; quantisation (signal); finite sample property; leave-out sign-dominant correlation region algorithm; nonasymptotic confidence set; quantized output data; system identification; Australia Council; Networked control systems; Noise measurement; Q measurement; Quantization; Sensor phenomena and characterization; Signal design; Signal processing; System identification; Wireless sensor networks;
Conference_Titel :
Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. CDC/CCC 2009. Proceedings of the 48th IEEE Conference on
Conference_Location :
Shanghai
Print_ISBN :
978-1-4244-3871-6
Electronic_ISBN :
0191-2216
DOI :
10.1109/CDC.2009.5399796
