System identification under saturated precise or set-valued measurements

doi:10.1007/s11432-021-3505-5

	System identification under saturated precise or set-valued measurements
	Zhao, Yanlong 1,2; Zhang, Hang 1,2; Wang, Ting 3; Kang, Guolian 4
刊名	SCIENCE CHINA-INFORMATION SCIENCES
	2023
卷号	66 期号:1 页码:20
关键词	system identification Cramer-Rao lower bound truncated data precise measurement set-valued measurement
ISSN号	1674-733X
DOI	10.1007/s11432-021-3505-5
英文摘要	This paper considers the system identification problem based on saturated precise or set-valued measurements, which is widely used in various fields and has essential difficulties. Since existing methodologies cannot make full use of the mixed data, this paper is aiming to fill the gap and build a unified framework in dealing with such problems rigorously and comprehensively. New algorithms are introduced and their properties are established. Most significantly, the Cramer-Rao (CR) lower bound based on the measurements is established, which consists of two parts with respect to the precise data and set-valued data, respectively. This prompts the idea of designing an estimation algorithm by grouping and combining the estimations under two classifications of data. As a result, a CR lower bound-based algorithm (CRBA) is constructed. The convergence properties are theoretically analyzed in terms of consistency and asymptotic efficiency under periodic inputs. For general inputs, an algorithm based on the CRBA that combines the expectation maximization (EM) algorithm for set-valued subsystems and the gradient descent algorithm for precise subsystems is proposed. Numerical simulations validate the superiority of the proposed algorithms.
资助项目	National Key R&D Program of China ; National Natural Science Foundation of China ; CAS Project for Young Scientists in Basic Research ; [2018YFA0703800] ; [62025306] ; [YSBR-008]
WOS研究方向	Computer Science ; Engineering
语种	英语
出版者	SCIENCE PRESS
WOS记录号	WOS:000905955400003
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/60446]
专题	中国科学院数学与系统科学研究院
通讯作者	Zhao, Yanlong
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China 2.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China 3.Univ Sci & Technol Beijing, Inst Artificial Intelligence, Beijing 100083, Peoples R China 4.St Jude Childrens Res Hosp, Dept Biostat, Memphis, TN 38105 USA
推荐引用方式 GB/T 7714	Zhao, Yanlong,Zhang, Hang,Wang, Ting,et al. System identification under saturated precise or set-valued measurements[J]. SCIENCE CHINA-INFORMATION SCIENCES,2023,66(1):20.
APA	Zhao, Yanlong,Zhang, Hang,Wang, Ting,&Kang, Guolian.(2023).System identification under saturated precise or set-valued measurements.SCIENCE CHINA-INFORMATION SCIENCES,66(1),20.
MLA	Zhao, Yanlong,et al."System identification under saturated precise or set-valued measurements".SCIENCE CHINA-INFORMATION SCIENCES 66.1(2023):20.