観測雑音を含む量子化入出力データに基づくシステム同定
鈴木 宙見, 杉江 俊治
pp. 177-184
DOI:
10.5687/iscie.20.177抄録
This paper proposes an identification method for discrete-time linear systems based on the quantized input-output (I/O) data in the presence of measurement noises. First, the parameter estimation error due to quantization of I/O data is analyzed from the statistical viewpoint when we adopt an instrumental variable (IV) method and the least squares (LS) one. Then, based on the result, an IV method suitably adjusted for quantized data is proposed. The validity of the proposed method is evaluated through a numerical example.