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Thread Subject:
A problem about system identification with quantized output

Subject: A problem about system identification with quantized output

From: hhwolf76

Date: 1 Jun, 2009 18:57:43

Message: 1 of 3

I have a problem about how to identify a linear system with quantized output.
  The system is y(t)=Phi(t)'*theta0+w0(t);
Here {Phi(t)}is a deterministic sequence. w0(t) is a sequence of independent random white noise, its mean value is 0. We need identify the parameter theta0. I denote the parameter estimate is theta_hat. This system identification problem is easy to be solved by least square esitmation or other methods. The covariance matrix PN of residual (theta_hat-theta0) can easy to be identified.
But due to the instrument resolution problem, we can't get y(t). We only get the quantized output y_ba(t)
   y_ba(t)=6.25*fix(y(t)/6.25);
Here, fix is the Matlab command which rounds the elements in the bracket toward zero.

In this situation, how could I identify the covariance matrix PN of residual (theta_hat-theta0)? And how could I get more accurate theta_hat?

I don't know which board I should post this problem, so I just post here. Please help me! Thank you very much!

Hui Zhou

Subject: A problem about system identification with quantized output

From: hhwolf76

Date: 2 Jun, 2009 18:05:41

Message: 2 of 3

UP

Subject: A problem about system identification with quantized output

From: hhwolf76

Date: 11 Jun, 2009 13:31:00

Message: 3 of 3

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