Identification and adaptation with binary-valued observations under non-persistent excitation condition
From MaRDI portal
Publication:2123231
Abstract: Dynamical systems with binary-valued observations are widely used in information industry, technology of biological pharmacy and other fields. Though there have been much efforts devoted to the identification of such systems, most of the previous investigations are based on first-order gradient algorithm which usually has much slower convergence rate than the Quasi-Newton algorithm. Moreover, persistence of excitation(PE) conditions are usually required to guarantee consistent parameter estimates in the existing literature, which are hard to be verified or guaranteed for feedback control systems. In this paper, we propose an online projected Quasi-Newton type algorithm for parameter estimation of stochastic regression models with binary-valued observations and varying thresholds. By using both the stochastic Lyapunov function and martingale estimation methods, we establish the strong consistency of the estimation algorithm and provide the convergence rate, under a signal condition which is considerably weaker than the traditional PE condition and coincides with the weakest possible excitation known for the classical least square algorithm of stochastic regression models. Convergence of adaptive predictors and their applications in adaptive control are also discussed.
Recommendations
- Recursive projection algorithm on FIR system identification with binary-valued observations
- A unified identification algorithm of FIR systems based on binary observations with time-varying thresholds
- Parameter estimation in systems with binary-valued observations and structural uncertainties
- Convergence analysis of an online approach to parameter estimation problems based on binary observations
- Distributed recursive projection identification with binary-valued observations
Cites work
- A new kernel-based approach to system identification with quantized output data
- Adaptive Tracking Control of A Class of First-Order Systems With Binary-Valued Observations and Time-Varying Thresholds
- Adaptive Tracking Control of Linear Systems With Binary-Valued Observations and Periodic Target
- Asymptotic properties of least-squares estimates in stochastic regression models
- Asymptotically efficient adaptive control in stochastic regression models
- Asymptotically efficient parameter estimation using quantized output observations
- Convergence and logarithm laws of self-tuning regulators
- scientific article; zbMATH DE number 1637270 (Why is no real title available?)
- scientific article; zbMATH DE number 3875113 (Why is no real title available?)
- Identification and stochastic adaptive control
- Identification of ARMA models using intermittent and quantized output observations
- Identification of FIR Systems Based on Quantized Output Measurements: A Quadratic Programming-Based Method
- Identification of Wiener systems with binary-valued output observations
- Joint identification of plant rational models and noise distribution functions using binary-valued observations
- Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
- On strong consistency of least squares identification algorithms
- Recursive algorithms for parameter estimation with adaptive quantizer
- Recursive identification of systems with binary-valued outputs and with ARMA noises
- Recursive projection algorithm on FIR system identification with binary-valued observations
- System identification using binary sensors
Cited in
(25)- A unified identification algorithm of FIR systems based on binary observations with time-varying thresholds
- Distributed recursive projection identification with binary-valued observations
- Recursive projection algorithm on FIR system identification with binary-valued observations
- Adaptive tracking of a class of first-order systems with binary-valued observations and fixed thresholds
- System identification: regime switching, unmodeled dynamics, and binary sensors
- Parameter estimation in systems with binary-valued observations and structural uncertainties
- Threshold selection and resource allocation for quantized identification
- Identification of FIR systems with binary-valued observations against denial-of-service attacks
- Estimation of IIR systems with binary-valued observations
- Asymptotically efficient quasi-Newton type identification with quantized observations under bounded persistent excitations
- Joint identification of system parameter and noise parameters in quantized systems
- Binary observation-based FIR system identification against replay attacks
- Optimal adaptive identification under saturated output observations and non-i.i.d data
- Distributed estimation with quantized measurements and communication over Markovian switching topologies
- Distributed sequential filtering for nonlinear systems with heavy-tailed noise under binary sensor networks: a variational Bayesian approach
- Recursive projection-free identification with binary-valued observations
- Recursive projected filter algorithm with binary-valued observations
- Asymptotically efficient adaptive identification under saturated output observations
- Estimation and prediction for large models with saturated output observation and general input condition
- Parameter estimate and adaptive control of DARMA systems with uniform quantized output data
- Optimal tampering attack strategy for FIR system identification with multi-level quantized observations
- Learning-based adaptive estimation with guaranteed prescribed performance for nonlinear sandwich system subject to the quantised sensor
- Optimal sequence replay attack strategy in FIR system identification with binary-valued observations
- Sequence-type replay attacks detection of FIR systems with binary-valued observations under communication uncertainty
- A stochastic compensation method against data tampering attacks for FIR system identification with binary observations
This page was built for publication: Identification and adaptation with binary-valued observations under non-persistent excitation condition
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2123231)
