Identification of FIR systems based on quantized output measurements: a quadratic programming-based method

WANG ; ZHANG

Type de document
ARTICLE A COMITE DE LECTURE REPERTORIE DANS BDI (ACL)
Langue
anglais
Auteur
WANG ; ZHANG
Résumé / Abstract
This paper proposes a quadratic programming (QP)-based method for identification of finite impulse response (FIR) dynamic systems from quantized or binary data. The main idea of the proposed method is to reformulate this identification problem, usually viewed as a nonlinear estimation problem with discontinuous nonlinearities, in the form of a standard QP problem, which is a convex optimization problem and can be solved efficiently. The so-called complete input conditions to ensure the unique solution of the QP problem are developed, and the consistency of the estimated parameters is established under the complete input conditions. Numerical examples demonstrate the effectiveness of the proposed method.
Source
IEEE Transactions on Automatic Control, num. 5, pp. 1439-1444 p.
Editeur
INSTITUTE OF ELECTRICAL AND ELECTRONICS ENGINEERS - IEEE

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