Asymptotic efficiency and probabilistic error bound for maximum likelihood-based identification of finite impulse response systems with binary-valued observations and unreliable communications
Jin Guo
School of Automation and Electrical Engineering, University of Science and Technology Beijing, Beijing, P.R. China
Key Laboratory of Knowledge Automation for Industrial Processes, Ministry of Education, Beijing, P.R. China
Search for more papers by this authorJing Cheng
School of Automation and Electrical Engineering, University of Science and Technology Beijing, Beijing, P.R. China
Key Laboratory of Knowledge Automation for Industrial Processes, Ministry of Education, Beijing, P.R. China
Search for more papers by this authorWenchao Xue
Key Laboratory of Systems and Control, Institute of Systems Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, P.R. China
Search for more papers by this authorCorresponding Author
Yanlong Zhao
Key Laboratory of Systems and Control, Institute of Systems Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, P.R. China
Correspondence
Yanlong Zhao, Key Laboratory of Systems and Control, Institute of Systems Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, P.R. China.
Email: [email protected]
Search for more papers by this authorJin Guo
School of Automation and Electrical Engineering, University of Science and Technology Beijing, Beijing, P.R. China
Key Laboratory of Knowledge Automation for Industrial Processes, Ministry of Education, Beijing, P.R. China
Search for more papers by this authorJing Cheng
School of Automation and Electrical Engineering, University of Science and Technology Beijing, Beijing, P.R. China
Key Laboratory of Knowledge Automation for Industrial Processes, Ministry of Education, Beijing, P.R. China
Search for more papers by this authorWenchao Xue
Key Laboratory of Systems and Control, Institute of Systems Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, P.R. China
Search for more papers by this authorCorresponding Author
Yanlong Zhao
Key Laboratory of Systems and Control, Institute of Systems Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, P.R. China
Correspondence
Yanlong Zhao, Key Laboratory of Systems and Control, Institute of Systems Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, P.R. China.
Email: [email protected]
Search for more papers by this authorFunding information: National Key Research and Development Program of China, 2018YFA0703800; National Natural Science Foundation of China, 61773054;61622309; Fundamental Research Funds for the Central Universities, FRF-TP-19-015B1
Summary
This article addresses the identification of finite impulse response systems with binary-valued observations under packet losses and transmission errors. First, the maximum likelihood function of the available data sequence is derived, based on which the estimation algorithm for the unknown parameter vector is given. Then, by making full use of the statistical properties of communication uncertainty and system noise, the algorithm performance is established, including the strong convergence, the mean-square convergence rate, and the asymptotic efficiency in terms of Cramér-Rao low bound. Also the probabilistic upper bound and lower bound of the estimation error are presented. Finally, the validity and rationality of the results are verified by numerical simulation.
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