17th International Symposium on
Mathematical Theory of Networks and Systems
Kyoto International Conference Hall, Kyoto, Japan, July 24-28, 2006

MTNS 2006 Paper Abstract

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Paper TuP09.6

Suzuki, Hiromi (Kyoto-Univ.), Sugie, Toshiharu (Kyoto Univ.)

System Identification Based on Quantized I/O Data Corrupted with Noises

Scheduled for presentation during the Regular Session "Linear System Identification II" (TuP09), Tuesday, July 25, 2006, 17:25−17:50, Room J

17th International Symposium on Mathematical Theory of Networks and Systems, July 24-28, 2006, Kyoto, Japan

This information is tentative and subject to change. Compiled on February 23, 2024

Keywords Linear system identification, Quantization, Discrete-time systems

Abstract

This paper proposes an identification method for inear systems based on the quantized input-output (I/O) data in the presence of measurement noises. First, the parameter estimation error due to quantization of I/O data is analyzed from the statistical viewpoint when we adopt an instrumental variable (IV) method and the least squares (LS) one. Then, based on the result, an IV method suitably adjusted for quantized data is proposed. The validity of the proposed method is evaluated through a numerical example.