Abstract
This paper considers the problem of estimating the parameters of two-dimensional (2-D) stochastic FM models. First, the estimators of the parameters of 2-D stochastic FM model are obtained using two step estimation procedures by Kronecker product and least square method. Then, the asymptotic properties of the estimators are given. It is shown that the estimators are to be consistent and to have a distribution which converges to that of a normally distributed random vector under fairly general conditions. Finally, the performance of the proposed methods is illustrated by examples.
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Recommended by Editorial Board member Soohee Han under the direction of Editor Myotaeg Lim.
This work was supported by National Natural Science Foundation of China (No. 61104062), Jiangsu Qing Lan Project and PAPD.
Jia-Rui Cui received his B.E. degree in Electric Engineering from LiaoCheng University, China, in 2004, and his M.E. degree in Signal and Information processing from Harbin University of Science and Technology, China in 2007. He received his Ph.D. degree from University of Science and Technology Beijing, China in 2011. He was a visiting scholar at the University of Strathclyde, Britain in 2010. Currently, he is an engineer in University of Science and Technology Beijing, China. His research interests include twodimensional signal processing, two-dimensional stochastic control, smart grid and embedded systems.
Qing Li received his Ph.D. degree from University of Science and Technology Beijing, China in 2000. He was a visiting scholar at the University of Ryerson, Canada from 2006 to 2007. Currently, he is a professor in University of Science and Technology Beijing, China. His research interests include nonlinear control, optimal path planning algorithm, and chaotic stability of intelligent control algorithms.
Guang-Da Hu received his bachelor and master degrees from Harbin Institute of Technology, Harbin, China in 1984 and 1989, respectively, and his Ph.D. degree from Nagoya University, Japan in 1996. He was a visiting fellow at the Manchester University, Britain from 1998 to 1999. He was a postdoctoral fellow and a visiting professor at the Newfoundland University, Canada, from 1999 to 2000 and 2000 to 2001, respectively. Currently, he is a professor in University of Science and Technology Beijing, Beijing, China. His research interests cover time-delay control, nonlinear control, network control and numerical methods, etc.
Zhenyu Lu received his Ph.D. degree in Optical Engineering from Nanjing University of Science and Technology, Nanjing, China, in 2008. He joined Nanjing University of Information Science and Technology, Nanjing, China, as a viceprofessor in 2011. His research interests include optical control, intelligent control and the stochastic vibration analysis.
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Cui, JR., Li, Q., Hu, GD. et al. Parameter estimation of 2-D stochastic FM model based on two step estimation procedure. Int. J. Control Autom. Syst. 11, 630–635 (2013). https://doi.org/10.1007/s12555-012-9502-9
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DOI: https://doi.org/10.1007/s12555-012-9502-9