Identification of High-Dimensional ARMA Models with Binary-Valued Observations

Fuente: arXiv
Saved in:
Bibliographic Details
Main Authors: Li, Xin, Wang, Ting, Guo, Jin, Zhao, Yanlong
Format: Preprint
Published: 2024
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866910671829991424
author Li, Xin
Wang, Ting
Guo, Jin
Zhao, Yanlong
author_facet Li, Xin
Wang, Ting
Guo, Jin
Zhao, Yanlong
contents This paper studies system identification of high-dimensional ARMA models with binary-valued observations. The existing paper can only deal with the case where the regression term is only one-dimensional. In this paper, the ARMA model with arbitrary dimensions is considered, which is more challenging. Different from the identification of FIR models with binary-valued observations, the prediction of original system output and the parameter both need to be estimated in ARMA models. An online identification algorithm consisting of parameter estimation and prediction of original system output is proposed. The parameter estimation and the prediction of original output are strongly coupled but mutually reinforcing. By analyzing the two estimates at the same time instead of analyzing separately, we finally prove that the parameter estimate can converge to the true parameter with convergence rate O(1/k) under certain conditions. Simulations are given to demonstrate the theoretical results.
format Preprint
id arxiv_https___arxiv_org_abs_2404_01613
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Identification of High-Dimensional ARMA Models with Binary-Valued Observations
Li, Xin
Wang, Ting
Guo, Jin
Zhao, Yanlong
Optimization and Control
This paper studies system identification of high-dimensional ARMA models with binary-valued observations. The existing paper can only deal with the case where the regression term is only one-dimensional. In this paper, the ARMA model with arbitrary dimensions is considered, which is more challenging. Different from the identification of FIR models with binary-valued observations, the prediction of original system output and the parameter both need to be estimated in ARMA models. An online identification algorithm consisting of parameter estimation and prediction of original system output is proposed. The parameter estimation and the prediction of original output are strongly coupled but mutually reinforcing. By analyzing the two estimates at the same time instead of analyzing separately, we finally prove that the parameter estimate can converge to the true parameter with convergence rate O(1/k) under certain conditions. Simulations are given to demonstrate the theoretical results.
title Identification of High-Dimensional ARMA Models with Binary-Valued Observations
topic Optimization and Control
url https://arxiv.org/abs/2404.01613