Print Email Facebook Twitter Quantized identification of ARMA systems with colored measurement noise Title Quantized identification of ARMA systems with colored measurement noise Author Yu, C. (TU Delft Team Raf Van de Plas) You, K (External organisation) Xie, L (External organisation) Date 2016 Abstract This paper studies the identification of ARMA systems with colored measurement noises using finite-level quantized observations. Compared with the case under colorless noises, this problem is more challenging. Our approach is to jointly design an adaptive quantizer and a recursive estimator to identify system parameters. Specifically, the quantizer uses the latest estimate to adjust its thresholds, and the estimator is updated by using quantized observations. To accommodate the temporal correlations of quantization errors and measurement noises, we construct a second-order statistics equivalent system, from which the original ARMA system is identified. The associated identifiability problem and convergence are analyzed as well. Finally, numerical simulations are performed to demonstrate the effectiveness of the proposed algorithm. To reference this document use: http://resolver.tudelft.nl/uuid:23d21da7-0151-4e1c-a0d3-6477f949395d DOI https://doi.org/10.1016/j.automatica.2015.12.013 Embargo date 2018-01-18 ISSN 0005-1098 Source Automatica, 66, 101-108 Bibliographical note Accepted Author Manuscript Part of collection Institutional Repository Document type journal article Rights © 2016 C. Yu, K You, L Xie Files PDF quantized_identification_ ... _noise.pdf 465.53 KB Close viewer /islandora/object/uuid:23d21da7-0151-4e1c-a0d3-6477f949395d/datastream/OBJ/view