Title
Identification of ARMA models using intermittent and quantized output observations
Abstract
This paper studies system identification of ARMA models whose outputs are subject to finite-level quantization and random packet dropouts. Using the maximum likelihood criterion, we propose a recursive identification algorithm, which we show to be strongly consistent and asymptotically normal. We also propose a simple adaptive quantization scheme, which asymptotically achieves the minimum parameter estimation error covariance. The joint effect of finite-level quantization and random packet dropouts on identification accuracy are exactly quantified. The theoretical results are verified by simulations.
Year
DOI
Venue
2013
10.1016/j.automatica.2012.11.020
Automatica (Journal of IFAC)
Keywords
DocType
Volume
Identification methods,Network-based computing systems,ARMA model,Finite-level quantization,Packet dropout
Journal
49
Issue
ISSN
Citations 
2
0005-1098
19
PageRank 
References 
Authors
0.95
10
3
Name
Order
Citations
PageRank
Damián Marelli116419.58
Keyou You283150.16
Minyue Fu31878221.17