Parameter Estimation Based on Set-valued Signals:Theory and Application

作     者：Ting WANG Hang ZHANG Yan-long ZHAO 

作者机构：The Key Laboratory of Systems and ControlAcademy of Mathematics and Systems ScienceChinese Academy of Sciences 

出 版 物：《Acta Mathematicae Applicatae Sinica》 (应用数学学报（英文版）)

年 卷 期：2019年第35卷第2期

页      面：255-263页

核心收录：

学科分类：07[理学] 0701[理学-数学] 070101[理学-基础数学] 

基　　金：Supported by the National Natural Science Foundation of China(Nos.61803370,61622309) the China Postdoctoral Science Foundation(No.2018M630216) the National Key Research and Development Program of China(No.2016YFB0901902) 

主　　题：set-valued signals parameter estimation one-time completed algorithms iterative estimation algorithms recursive estimation algorithms 

摘      要：This paper summarizes the parameter estimation of systems with set-valued signals, which can be classified to three catalogs: one-time completed algorithms, iterative methods and recursive algorithms. For one-time completed algorithms, empirical measure method is one of the earliest methods to estimate parameters by using set-valued signals, which has been applied to the adaptive tracking of periodic target signals. The iterative methods seek numerical solutions of the maximum likelihood estimation, which have been applied to both complex diseases diagnosis and radar target recognition. The recursive algorithms are constructed via stochastic approximation and stochastic gradient methods, which have been applied to adaptive tracking of non-periodic signals.