Optimization and Systems Theory Seminar

October 14, at 11.00, room 3721, Lindstedtsvägen 25, KTH:
Yanlong Zhao Assistant Professor, Institute of Systems Science, Chinese Academy of Sciences.

System Identification with Quantized Observations

Abstract: Quantized systems are widely applied in practical fields, but the study on the identification of the system is just started. The main reason is that the system output cannot be measured accurately, and the information can be applied to identification is quantized information, which is only the comparison between the system output and thresholds of quantized sensors. The limit information leades to great difficulties for quantized system identification. This talk studies the system identification with quantized observations under fixed thresholds. Identification algorithm is proposed for parameter identification, and proved to be both mean-square and almost surely convergent. In order to develop the efficient algorithm, the Cramer Rao lower bound of parameter is obtained, based on which an asymptotically efficient algorithm is constructed.

Calendar of seminars Last update: May 17, 2011.