Conference Proceedings
Finite sample properties of system identification with quantized output data
E Weyer, S Ko, MC Campi
Proceedings of the IEEE Conference on Decision and Control | Published : 2009
Abstract
In this paper we consider system identification with quantized output data. We show that by applying an LSCR (Leave-out Sign-dominant Correlation Regions) algorithm guaranteed non-asymptotic confidence sets for the system parameters can be obtained. The results and the confidence sets are valid for any finite number of data points, and there are no assumptions on the noise. Simulation examples are provided which illustrate the usefulness of the algorithm and which also point to open research problems in quantizer and input signal design. ©2009 IEEE.
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Grants
Awarded by Australian Research Council
Funding Acknowledgements
The work of E. Weyer was supported by the Australian Research Council under Discovery Grant DP0558579.