TY - JOUR
T1 - Quantized identification of ARMA systems with colored measurement noise
AU - Yu, Chengpu
AU - You, K
AU - Xie, L
N1 - Accepted Author Manuscript
PY - 2016
Y1 - 2016
N2 - This paper studies the identification of ARMA systems with colored measurement noises using finite-level quantized observations. Compared with the case under colorless noises, this problem is more challenging. Our approach is to jointly design an adaptive quantizer and a recursive estimator to identify system parameters. Specifically, the quantizer uses the latest estimate to adjust its thresholds, and the estimator is updated by using quantized observations. To accommodate the temporal correlations of quantization errors and measurement noises, we construct a second-order statistics equivalent system, from which the original ARMA system is identified. The associated identifiability problem and convergence are analyzed as well. Finally, numerical simulations are performed to demonstrate the effectiveness of the proposed algorithm.
AB - This paper studies the identification of ARMA systems with colored measurement noises using finite-level quantized observations. Compared with the case under colorless noises, this problem is more challenging. Our approach is to jointly design an adaptive quantizer and a recursive estimator to identify system parameters. Specifically, the quantizer uses the latest estimate to adjust its thresholds, and the estimator is updated by using quantized observations. To accommodate the temporal correlations of quantization errors and measurement noises, we construct a second-order statistics equivalent system, from which the original ARMA system is identified. The associated identifiability problem and convergence are analyzed as well. Finally, numerical simulations are performed to demonstrate the effectiveness of the proposed algorithm.
UR - http://resolver.tudelft.nl/uuid:23d21da7-0151-4e1c-a0d3-6477f949395d
U2 - 10.1016/j.automatica.2015.12.013
DO - 10.1016/j.automatica.2015.12.013
M3 - Article
SN - 0005-1098
VL - 66
SP - 101
EP - 108
JO - Automatica
JF - Automatica
ER -