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

DOI10.1016/J.AUTOMATICA.2014.05.036MaRDI QIDQ466294zbMATH OpenOpenAlexFDO

Authors Hongwei Mei, George Yin, Le Yi Wang

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

zbMATH Keywords

system identificationalmost sure convergence ratelaws of iterated logarithmsquantized sensor

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

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Cites work

• scientific article; zbMATH DE number 1076783 (Why is no real title available?)
• scientific article; zbMATH DE number 1972910 (Why is no real title available?)
• scientific article; zbMATH DE number 3997615 (Why is no real title available?)
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• An almost everywhere central limit theorem
• Asymptotically efficient parameter estimation using quantized output observations
• Closed-loop persistent identification of linear systems with unmodeled dynamics and stochastic disturbances
• Identification and stochastic adaptive control
• Information-based complexity and nonparamteric worst-case system identification
• Invariance principles for mixing sequences of random variables
• On the spectral density and asymptotic normality of weakly dependent random fields
• Optimal algorithms theory for robust estimation and prediction
• Persistent identification of time-varying systems
• System identification using binary sensors
• System identification with quantized observations
• Tracking and identification of regime-switching systems using binary sensors

Cited in

(11)

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

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