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  1. Journal of Systems Science and Complexity
  2. Journal of Systems Science and Complexity : Volume 23
  3. Journal of Systems Science and Complexity : Volume 23, Issue 3, June 2010
  4. Signal estimation with binary-valued sensors
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Journal of Systems Science and Complexity : Volume 30
Journal of Systems Science and Complexity : Volume 29
Journal of Systems Science and Complexity : Volume 28
Journal of Systems Science and Complexity : Volume 27
Journal of Systems Science and Complexity : Volume 26
Journal of Systems Science and Complexity : Volume 25
Journal of Systems Science and Complexity : Volume 24
Journal of Systems Science and Complexity : Volume 23
Journal of Systems Science and Complexity : Volume 23, Issue 6, December 2010
Journal of Systems Science and Complexity : Volume 23, Issue 5, October 2010
Journal of Systems Science and Complexity : Volume 23, Issue 4, August 2010
Journal of Systems Science and Complexity : Volume 23, Issue 3, June 2010
Editorial
Asymptotic limits and stabilization for the 1D nonlinear Mindlin-Timoshenko system
Boundary control of two PDE’s separated by interface conditions
An approximation scheme for Black-Scholes equations with delays
An augmented BV setting for feedback switching control
Interior penalty bilinear IFE discontinuous Galerkin methods for elliptic equations with discontinuous coefficient
Interest rate risk premium and equity valuation
Nonhomogeneous boundary value problems for the Korteweg-de Vries equation on a bounded domain
Recent progress on controllability/observability for systems governed by partial differential equations
Four step scheme for general Markovian forward-backward SDES
Stock loan valuation under a regime-switching model with mean-reverting and finite maturity
Optimal inverse LQG control for certain ode and PDE stationary processes
Convergence rates of Markov chain approximation methods for controlled diffusions with stopping
Signal estimation with binary-valued sensors
Estimation of time dependent carbon transfer coefficients using net ecosystem exchange data
Stability for the mix-delayed Cohen-Grossberg neural networks with nonlinear impulse
Journal of Systems Science and Complexity : Volume 23, Issue 2, April 2010
Journal of Systems Science and Complexity : Volume 23, Issue 1, February 2010
Journal of Systems Science and Complexity : Volume 22
Journal of Systems Science and Complexity : Volume 21
Journal of Systems Science and Complexity : Volume 20
Journal of Systems Science and Complexity : Volume 19

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Signal estimation with binary-valued sensors

Content Provider Springer Nature Link
Author Wang, Leyi Yin, Gang George Li, Chanying Zheng, Weixing
Copyright Year 2010
Abstract This paper introduces several algorithms for signal estimation using binary-valued output sensing. The main idea is derived from the empirical measure approach for quantized identification, which has been shown to be convergent and asymptotically efficient when the unknown parameters are constants. Signal estimation under binary-valued observations must take into consideration of time varying variables. Typical empirical measure based algorithms are modified with exponential weighting and threshold adaptation to accommodate time-varying natures of the signals. Without any information on signal generators, the authors establish estimation algorithms, interaction between noise reduction by averaging and signal tracking, convergence rates, and asymptotic efficiency. A threshold adaptation algorithm is introduced. Its convergence and convergence rates are analyzed by using the ODE method for stochastic approximation problems.
Starting Page 622
Ending Page 639
Page Count 18
File Format PDF
ISSN 10096124
Journal Journal of Systems Science and Complexity
Volume Number 23
Issue Number 3
e-ISSN 15597067
Language English
Publisher Springer-Verlag
Publisher Date 2010-07-06
Publisher Place Berlin, Heidelberg
Access Restriction One Nation One Subscription (ONOS)
Subject Keyword Identification signal estimation Statistics Statistical Physics, Dynamical Systems and Complexity Mathematics of Computing Operations Research/Decision Theory Systems Theory, Control
Content Type Text
Resource Type Article
Subject Information Systems
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