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

Jiandong Wang 1 Qinghua Zhang 2
2 I4S - Statistical Inference for Structural Health Monitoring
IFSTTAR/COSYS - Département Composants et Systèmes, Inria Rennes – Bretagne Atlantique
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.
Type de document :
Article dans une revue
IEEE Transactions on Automatic Control, Institute of Electrical and Electronics Engineers, 2014, pp.1-6. 〈10.1109/TAC.2014.2357133〉
Liste complète des métadonnées

https://hal.inria.fr/hal-01081896
Contributeur : Qinghua Zhang <>
Soumis le : mercredi 12 novembre 2014 - 10:29:41
Dernière modification le : jeudi 4 janvier 2018 - 12:20:03

Identifiants

Collections

Citation

Jiandong Wang, Qinghua Zhang. Identification of FIR systems based on quantized output measurements: a quadratic programming-based method. IEEE Transactions on Automatic Control, Institute of Electrical and Electronics Engineers, 2014, pp.1-6. 〈10.1109/TAC.2014.2357133〉. 〈hal-01081896〉

Partager

Métriques

Consultations de la notice

143