Recursive identification of systems with binary-valued outputs and with ARMA noises

Recursive identification of systems with binary-valued outputs and with ARMA noises This paper considers the identification problem of the ARMA system followed by a binary sensor, in which the internal variables are corrupted by additive ARMA noises. Recursive estimates for the parameters of the linear system and for the threshold of the binary sensor are given by the stochastic approximation algorithms with expanding truncations (SAAWET). Under reasonable conditions, all the estimates are proved to be convergent to the true values with probability one. The almost surely convergence rates are also investigated. A simulation example is included to justify the theoretical results. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Automatica Elsevier

Recursive identification of systems with binary-valued outputs and with ARMA noises

Loading next page...
 
/lp/elsevier/recursive-identification-of-systems-with-binary-valued-outputs-and-nAcTucrqWL
Publisher
Elsevier
Copyright
Copyright © 2018 Elsevier Ltd
ISSN
0005-1098
D.O.I.
10.1016/j.automatica.2018.03.059
Publisher site
See Article on Publisher Site

Abstract

This paper considers the identification problem of the ARMA system followed by a binary sensor, in which the internal variables are corrupted by additive ARMA noises. Recursive estimates for the parameters of the linear system and for the threshold of the binary sensor are given by the stochastic approximation algorithms with expanding truncations (SAAWET). Under reasonable conditions, all the estimates are proved to be convergent to the true values with probability one. The almost surely convergence rates are also investigated. A simulation example is included to justify the theoretical results.

Journal

AutomaticaElsevier

Published: Jul 1, 2018

References

You’re reading a free preview. Subscribe to read the entire article.


DeepDyve is your
personal research library

It’s your single place to instantly
discover and read the research
that matters to you.

Enjoy affordable access to
over 18 million articles from more than
15,000 peer-reviewed journals.

All for just $49/month

Explore the DeepDyve Library

Search

Query the DeepDyve database, plus search all of PubMed and Google Scholar seamlessly

Organize

Save any article or search result from DeepDyve, PubMed, and Google Scholar... all in one place.

Access

Get unlimited, online access to over 18 million full-text articles from more than 15,000 scientific journals.

Your journals are on DeepDyve

Read from thousands of the leading scholarly journals from SpringerNature, Elsevier, Wiley-Blackwell, Oxford University Press and more.

All the latest content is available, no embargo periods.

See the journals in your area

DeepDyve

Freelancer

DeepDyve

Pro

Price

FREE

$49/month
$360/year

Save searches from
Google Scholar,
PubMed

Create lists to
organize your research

Export lists, citations

Read DeepDyve articles

Abstract access only

Unlimited access to over
18 million full-text articles

Print

20 pages / month

PDF Discount

20% off