Recursive identification of systems with binary-valued outputs and with ARMA noises

DOI10.1016/J.AUTOMATICA.2018.03.059MaRDI QIDQ1796990zbMATH OpenOpenAlexWikidataFDO

Authors Qijiang Song

Publication date 17 October 2018

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2018.03.059

zbMATH Keywords

\(\alpha\)-mixingARMAstochastic approximationsystem identificationrecursive estimatestrongly consistentbinary sensor

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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Cites work

• A Weighted Least-Squares Approach to Parameter Estimation Problems Based on Binary Measurements
• Almost sure convergence rates for system identification using binary, quantized, and regular sensors
• Asymptotically efficient identification of FIR systems with quantized observations and general quantized inputs
• Convergence analysis of an online approach to parameter estimation problems based on binary observations
• Identification Input Design for Consistent Parameter Estimation of Linear Systems With Binary-Valued Output Observations
• Identification for Wiener systems with internal noise
• Identification of ARMA models using intermittent and quantized output observations
• Markov chain approach to identifying Wiener systems
• Mixing: Properties and examples
• Nonlinear time series. Nonparametric and parametric methods
• On identification of FIR systems having quantized output data
• Quantized Identification With Dependent Noise and Fisher Information Ratio of Communication Channels
• Quantized identification of ARMA systems with colored measurement noise
• Recursive Identification for Nonlinear ARX Systems Based on Stochastic Approximation Algorithm
• Recursive algorithms for parameter estimation with adaptive quantizer
• Recursive projection algorithm on FIR system identification with binary-valued observations
• Stochastic approximation and its applications
• System identification using binary sensors

Cited in

(22)

• Identification and adaptation with binary-valued observations under non-persistent excitation condition
• Either-or communication-based identification of FIR systems with binary-valued observations and channel uncertainty
• scientific article; zbMATH DE number 2048375 (Why is no real title available?)
• Almost sure convergence rates for system identification using binary, quantized, and regular sensors
• A unified identification algorithm of FIR systems based on binary observations with time-varying thresholds
• FIR system identification under congruential summation-triggered communication scheme with binary observations
• Identification of errors-in-variables systems with general nonlinear output observations and with ARMA observation noises
• Recursive system identification method from binary input/output measurements
• Two-stage multi-innovation stochastic gradient algorithm for multivariate output-error ARMA systems based on the auxiliary model
• Joint identification of system parameter and noise parameters in quantized systems
• Asymptotically efficient quasi-Newton type identification with quantized observations under bounded persistent excitations
• Recursive identification of quantized linear systems
• Identification of ARMA models with binary-valued observations
• Identification of linear systems using binary sensors with random thresholds
• Parameter estimation based on set-valued signals: theory and application
• A recursive parameter estimation algorithm for modeling signals with multi-frequencies
• Distributed recursive projection identification with binary-valued observations
• Threshold selection and resource allocation for quantized identification
• Joint identification of plant rational models and noise distribution functions using binary-valued observations
• Identification of ARMA models using intermittent and quantized output observations
• Asymptotic efficiency and probabilistic error bound for maximum likelihood‐based identification of finite impulse response systems with binary‐valued observations and unreliable communications
• Estimation of IIR systems with binary-valued observations

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