Almost sure convergence rates for system identification using binary, quantized, and regular sensors

DOI10.1016/J.AUTOMATICA.2014.05.036zbMATH Open1297.93169OpenAlexW2080664515MaRDI QIDQ466294FDOQ466294

Le Yi Wang, Hongwei Mei, George Yin

Publication date: 24 October 2014

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2014.05.036

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zbMATH Keywords

system identificationalmost sure convergence ratelaws of iterated logarithmsquantized sensor

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

Cites Work

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• System identification with quantized observations
• Asymptotically efficient parameter estimation using quantized output observations
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• A note on the almost sure central limit theorem for weakly dependent random variables
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• A note on the almost sure central limit theorem
• Closed-loop persistent identification of linear systems with unmodeled dynamics and stochastic disturbances
• On the spectral density and asymptotic normality of weakly dependent random fields
• Identification and stochastic adaptive control
• Invariance principles for mixing sequences of random variables
• Almost sure invariance principles for mixing sequences of random variables
• System identification using binary sensors
• Tracking and identification of regime-switching systems using binary sensors
• Information-based complexity and nonparamteric worst-case system identification
• Persistent identification of time-varying systems
• Optimal algorithms theory for robust estimation and prediction

Cited In (10)

• Quantized identification of ARMA systems with colored measurement noise
• Asymptotically efficient identification of FIR systems with quantized observations and general quantized inputs
• Identification of linear systems using binary sensors with random thresholds
• Asymptotic efficiency and probabilistic error bound for maximum likelihood‐based identification of finite impulse response systems with binary‐valued observations and unreliable communications
• Gradient-based parameter identification algorithms for observer canonical state space systems using state estimates
• Recursive identification of FIR systems with binary-valued outputs and communication channels
• Recursive identification of systems with binary-valued outputs and with ARMA noises
• FIR systems identification under quantized output observations and a large class of persistently exciting quantized inputs
• A lifelong friendship and fruitful collaboration: a journey of more than 30 years with George Yin
• Recursive identification of quantized linear systems

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