access icon free Parameter estimation for systems with structural uncertainties based on quantised inputs and binary-valued output observations

This study investigates the parameter estimation with general quantised inputs and binary-valued output observations for systems with structural uncertainties of the time-dependent bias and the non-linear model mismatch. Combining the empirical-measure-based technique and the least-squares optimisation, an identification algorithm is proposed by use of the output threshold information and the distribution function of the system noise. It is shown that the estimate of the unknown parameter can be sandwiched in between two constructed auxiliary sequences, whose limits are just a lower bound of the limit inferior of the algorithm and an upper bound of the limit superior, respectively. Moreover, probabilistic estimation error bounds are given. Numerical simulations are presented to illustrate the main theoretical results.

Inspec keywords: uncertain systems; least squares approximations; parameter estimation; probability; optimisation

Other keywords: numerical simulations; time-dependent bias; output threshold information; empirical-measure-based technique; quantised inputs; identification algorithm; least-squares optimisation; nonlinear model mismatch; probabilistic estimation error bounds; limit superior upper bound; structural uncertainties; distribution function; system noise; unknown parameter estimation; binary-valued output observations; limit inferior lower bound

Subjects: Other topics in statistics; Optimisation techniques; Interpolation and function approximation (numerical analysis); Simulation, modelling and identification

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