FIR system identification with set-valued and precise observations from multiple sensors

doi:10.1007/s11432-018-9604-0

CORC > 数学与系统科学研究院 > 中国科学院数学与系统科学研究院 > 系统科学研究所

	FIR system identification with set-valued and precise observations from multiple sensors
	Zhang, Hang 1,2; Wang, Ting 2; Zhao, Yanlong1,2
刊名	SCIENCE CHINA-INFORMATION SCIENCES
	2019-05-01
卷号	62 期号:5 页码:16
关键词	system identification FIR system set-valued precise fusion estimation quasi-convex combination estimator
ISSN号	1674-733X
DOI	10.1007/s11432-018-9604-0
英文摘要	This paper considers the system identification problem for FIR (finite impulse response) systems with set-valued and precise observations received from multiple sensors. A fusion estimation algorithm based on some suitable identification algorithms for different types of observations is proposed. In particular, least square method is chosen for FIR systems with precise observations, while empirical measure method and EM algorithm are chosen for FIR systems with set-valued observations in the cases of periodic and general system inputs, respectively. Then, the quasi-convex combination estimator (QCCE) fusing the two different estimators by a linear combination with appropriate weights is constructed. Furthermore, the convergence properties are theoretically analyzed in terms of strong consistency and asymptotic efficiency. The fused estimator QCCE is proved to achieve the Cramer-Rao (CR) lower bound asymptotically under periodic inputs. Extensive numerical simulations validate the superiority of the fusion estimation algorithm under both periodic and general inputs.
资助项目	National Key Research and Development Program of China[2016YFB0901902] ; National Natural Science Foundation of China[61803370] ; National Natural Science Foundation of China[61622309] ; National Key Basic Research Program of China (973 Program)[2014CB845301]
WOS研究方向	Computer Science ; Engineering
语种	英语
出版者	SCIENCE PRESS
WOS记录号	WOS:000463845800001
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/34430]
专题	系统科学研究所
通讯作者	Zhao, Yanlong
作者单位	1.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Zhang, Hang,Wang, Ting,Zhao, Yanlong. FIR system identification with set-valued and precise observations from multiple sensors[J]. SCIENCE CHINA-INFORMATION SCIENCES,2019,62(5):16.
APA	Zhang, Hang,Wang, Ting,&Zhao, Yanlong.(2019).FIR system identification with set-valued and precise observations from multiple sensors.SCIENCE CHINA-INFORMATION SCIENCES,62(5),16.
MLA	Zhang, Hang,et al."FIR system identification with set-valued and precise observations from multiple sensors".SCIENCE CHINA-INFORMATION SCIENCES 62.5(2019):16.