System Identification with Quantized Observations

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This book presents recently developed methodologies that utilize quantized information in system identification and explores their potential in extending control capabilities for systems with limited sensor information or networked systems. The results of these methodologies can be applied to signal processing and control design of communication and computer networks, sensor networks, mobile agents, coordinated data fusion, remote sensing, telemedicine, and other fields in which noise-corrupted quantized data need to be processed.

Providing a comprehensive coverage of quantized identification, the book treats linear and nonlinear systems, as well as time-invariant and time-varying systems. The authors examine independent and dependent noises, stochastic- and deterministic-bounded noises, and also noises with unknown distribution functions. The key methodologies combine empirical measures and information-theoretic approaches to derive identification algorithms, provide convergence and convergence speed, establish efficiency of estimation, and explore input design, threshold selection and adaptation, and complexity analysis.

System Identification with Quantized Observations is an excellent resource for graduate students, systems theorists, control engineers, applied mathematicians, as well as practitioners who use identification algorithms in their work. Selected material from the book may be used in graduate-level courses on system identification.

Author(s): Le Yi Wang, G. George Yin, Ji-Feng Zhang, Yanlong Zhao (auth.)
Series: Systems & Control: Foundations & Applications
Edition: 1
Publisher: Birkhäuser Basel
Year: 2010

Language: English
Pages: 317
Tags: Systems Theory, Control; Control; Algorithms; Communications Engineering, Networks; Probability Theory and Stochastic Processes; Signal, Image and Speech Processing

Front Matter....Pages i-xviii
Front Matter....Pages 1-1
Introduction....Pages 3-11
System Settings....Pages 13-22
Front Matter....Pages 23-23
Empirical-Measure-Based Identification: Binary-Valued Observations....Pages 25-47
Estimation Error Bounds: Including Unmodeled Dynamics....Pages 49-57
Rational Systems....Pages 59-66
Quantized Identification and Asymptotic Efficiency....Pages 67-79
Input Design for Identification in Connected Systems....Pages 81-93
Identification of Sensor Thresholds and Noise Distribution Functions....Pages 95-116
Front Matter....Pages 117-117
Worst-Case Identification under Binary-Valued Observations....Pages 119-147
Worst-Case Identification Using Quantized Observations....Pages 149-169
Front Matter....Pages 171-171
Identification of Wiener Systems with Binary-Valued Observations....Pages 173-195
Identification of Hammerstein Systems with Quantized Observations....Pages 197-223
Systems with Markovian Parameters....Pages 225-252
Front Matter....Pages 253-253
Space and Time Complexities, Threshold Selection, Adaptation....Pages 255-273
Impact of Communication Channels on System Identification....Pages 275-285
Back Matter....Pages 1-31