Optimal recursive state estimation with quantized measurements

DOI10.1109/9.847118MaRDI QIDQ4507109zbMATH OpenOpenAlexFDO

Authors Egils Sviestins, Torbjörn Wigren

Publication date 17 October 2000

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.847118

zbMATH Keywords

differentiating filtersestimationFokker-Planck equationintegratorsnonlinear filtersquantizationvector quantization

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Sampled-data control/observation systems (93C57) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

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Cited in

(12)

• Recursive state estimation for two-dimensional shift-varying systems with random parameter perturbation and dynamical bias
• Fixed-order FIR approximation of linear systems from quantized input and output data
• Quantization Based Filtering Method Using First Order Approximation
• scientific article; zbMATH DE number 3869187 (Why is no real title available?)
• Multi-rate optimal state estimation
• On the design of compensator for quantization-caused input-output deviation
• Approximation of optimal filter for Ornstein-Uhlenbeck process with quantised discrete-time observation
• State estimation with multi-level vector quantisation and communication uncertainty
• Robust state estimation for linear systems with parametric uncertainties and quantised measurements
• Approximate estimation for systems with quantized data
• Expected error covariance bounds for linear state estimators with compressed quantized measurements
• Optimal Quantizer Scheduling and Controller Synthesis for Partially Observable Linear Systems

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