Recursive projection algorithm on FIR system identification with binary-valued observations

Abstract

This paper studies the identification of finite impulse response (FIR) systems with binary-valued observations. Combining with the stochastic gradient algorithm and statistical property of the system noise, a recursive projection algorithm is proposed to estimate the unknown system parameters. Under some mild conditions on the a priori knowledge of the unknown parameters and inputs, the algorithm is proved to be convergent in the almost sure and mean square sense. Furthermore, the almost sure and mean square convergence rates of estimation errors are also obtained. A numerical example is given to demonstrate the effectiveness of the algorithm and the main results obtained.