System identification using regular and quantized observations. Applications of large deviations principles

DOI10.1007/978-1-4614-6292-7MaRDI QIDQ4902301zbMATH OpenOpenAlexFDO

Authors Qi He, Le Yi Wang, G. Yin

Publication date 14 January 2013

Published in SpringerBriefs in Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4614-6292-7

zbMATH Keywords

system identificationlarge deviation estimatesapplications of large deviation principlesmixing-type noisesquantized sensorsregular sensors

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of statistics in engineering and industry; control charts (62P30) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Identification in stochastic control theory (93E12) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02)

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Cited in

(8)

• Almost sure convergence rates for system identification using binary, quantized, and regular sensors
• Moderate deviations analysis for system identification under regular and binary observations
• Asymptotically efficient identification of FIR systems with quantized observations and general quantized inputs
• Identification of Wiener state-space models utilizing Gaussian sum smoothing
• Parameter estimation in systems with binary-valued observations and structural uncertainties
• FIR systems identification under quantized output observations and a large class of persistently exciting quantized inputs
• Space and time complexities and sensor threshold selection in quantized identification
• Robust noise attenuation under stochastic noises and worst-case unmodelled dynamics

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