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Asymptotic efficiency and probabilistic error bound for maximum likelihood‐based identification of finite impulse response systems with binary‐valued observations and unreliable communications
International Journal of Adaptive Control and Signal Processing ( IF 3.1 ) Pub Date : 2020-09-02 , DOI: 10.1002/acs.3164
Jin Guo 1, 2 , Jing Cheng 1, 2 , Wenchao Xue 3 , Yanlong Zhao 3
Affiliation  

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.

中文翻译:

基于二值观测和不可靠通信的有限冲激响应系统基于最大似然识别的渐近效率和概率误差界

本文介绍了在数据包丢失和传输错误下具有二进制值观测值的有限脉冲响应系统的识别。首先,导出可用数据序列的最大似然函数,然后根据该函数给出未知参数向量的估计算法。然后,通过充分利用通信不确定性和系统噪声的统计属性,建立算法性能,包括以Cramér-Rao下界表示的强收敛性,均方收敛速度和渐近效率。还给出了估计误差的概率上限和下限。最后,通过数值模拟验证了结果的有效性和合理性。
更新日期:2020-10-02
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