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A novel input design approach for systems with quantized output data

Abstract:

In this paper, we explore the problem of input design for systems with quantized measurements. For the input design problem, we calculate and optimize a function of the Fisher Information Matrix (FIM). The calculation of the FIM is greatly simplified by using known relationships of the derivative of the likelihood function, and the auxiliary function arising from the Expectation Maximization (EM) algorithm. To optimize the FIM, we design an experiment using a recently published method based on graph theory. A numerical example shows that the proposed experiment can be successfully used in quantized systems.