赵延龙
博士 研究员 博士生导师
中国科学院数学与系统科学研究院
1. 量化系统辨识与适应控制/identification and adaptive control of quantized systems 2. 金融系统建模/modelling of financial systems 3. 通信网络/communication networks 4. 系统生物学/systems biology
个性化签名
- 姓名:赵延龙
- 目前身份:在职研究人员
- 担任导师情况:博士生导师
- 学位:博士
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学术头衔:
- 职称:高级-研究员
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学科领域:
数学其他学科
- 研究兴趣:1. 量化系统辨识与适应控制/identification and adaptive control of quantized systems 2. 金融系统建模/modelling of financial systems 3. 通信网络/communication networks 4. 系统生物学/systems biology
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【期刊论文】system identification under saturated precise or set-valued measurements
,-0001,():
-1年11月30日
this paper considers the system identification problem based on saturated precise or set-valued measurements,which is widely used in various fields and has essential difficulties.since existing methodologies cannot make full use of the mixed data,this paper is aiming to fill the gap and build a unified framework in dealing with such problems rigorously and comprehensively.new algorithms are introduced and their properties are established.most significantly,the cramécr-rao(cr)lower bound based on the measurements is established,which consists of two parts with respect to the precise data and set-valued data,respectively.this prompts the idea of designing an estimation algorithm by grouping and combining the estimations under two classifications of data.as a result,a cr lower bound-based algorithm(crba)is constructed.the convergence properties are theoretically analyzed in terms of consistency and asymptotic efficiency under periodic inputs.for general inputs,an algorithm based on the crba that combines the expectation maximization(em)algorithm
system identification cramér-rao lower bound truncated data precise measurement set-valued measurement
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