首页  |  English  |  中国科学院
  • 学术报告
Asymptotically efficient identification of FIR systems with quantized observationsand general quantized inputs
主讲:Le Yi Wang (Wayne State University, USA)
举办时间:2015.5.27;10:00am    地点:N202

Abstract: 

In this presentation, we will discuss recent advance on identification algorithms for finiteimpulse response systems under quantized output observationsand general quantized inputs. While asymptotically efficientalgorithms for quantized identification under full-rank periodic inputsare available, their counterpart under general inputs hasencountered technical difficulties and evadedsatisfactory resolutions for a decade. Under quantized inputs, our recent results have resolved this issue with constructive solutions.A two-step algorithm is developed, which demonstrates desiredconvergence properties includingstrong convergence, mean-square convergence, convergence rates,asymptotic normality, and asymptotical efficiency in terms of the Cramer-Rao lower bound. Some essential conditions on inputexcitation are derived that ensure identifiability and convergence.It is shown that by a suitable selection of the algorithm's weighting matrix,the estimates become asymptotically efficient. The strong andmean-square convergence rates areobtained.Optimal input design is given.Also the joint identification of noise distribution functionsand system parameters is investigated.Numerical examples are included to illustrate the main results. 

附件下载:
中国科学院系统科学研究所 2013 版权所有 京ICP备05002810号-1
北京市海淀区中关村东路55号 邮政编码:100190, 中国科学院系统科学研究所
电话:86-10-82541881  网址:http://iss.amss.cas.cn/