@inproceedings{3948245908cc4151a01538479022cd1b,
title = "On Iterative Parameter Identification of FIR Systems with Batched Possibly Incorrect Binary-Valued Observations",
abstract = "This paper considers the problem of parameter identification for a binary output finite impulse response (FIR) system with measurement error, where the measurement error makes the binary measurement values take opposite values with a certain probability. First, the maximum likelihood estimation (MLE) of the parameters is given and an iterative algorithm with projection based on the Expectation-Maximization algorithm is presented to calculate the MLE. Furthermore, the necessary and sufficient condition for the likelihood function to have a unique maximum point is obtained. It is proved that the iterative estimation error converges to zero at an exponential rate under persistently excitation input conditions. Finally, some numerical simulation results based on a typical system show the effectiveness of the proposed algorithm.",
keywords = "Binary-valued observation, exponential rate, maximum likelihood estimate, strongly convex, system identification",
author = "Jian Guo and Wenchao Xue and Ting Wang and Zhang, {Ji Feng} and Yanjun Zhang",
note = "Publisher Copyright: {\textcopyright} 2023 IEEE.; 62nd IEEE Conference on Decision and Control, CDC 2023 ; Conference date: 13-12-2023 Through 15-12-2023",
year = "2023",
doi = "10.1109/CDC49753.2023.10383964",
language = "English",
series = "Proceedings of the IEEE Conference on Decision and Control",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "4936--4941",
booktitle = "2023 62nd IEEE Conference on Decision and Control, CDC 2023",
address = "United States",
}