Expected error covariance bounds for linear state estimators with compressed quantized measurements

DOI10.1016/0016-0032(87)90381-4MaRDI QIDQ579205zbMATH OpenOpenAlexFDO

Authors Hamid M. Faridani

Publication date 1987

Published in Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0016-0032(87)90381-4

zbMATH Keywords

compressed, quantized measurementsdiscrete-time linear estimatorerror covarianceUpper and lower bounds

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

Review text

The performance of a discrete-time linear estimator which receives compressed, quantized measurements is studied. Upper and lower bounds for the expected value of the estimate error covariance, along with the necessary equations for computing the probability of processing a measurement under the proposed data compression technique, is presented.

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Cites work

• A Convex Matrix Function
• Expected error covariance bounds for linear state estimators with compressed quantized measurements
• Nonlinear estimation with quantized measurements--PCM, predictive quantization, and data compression

Cited in

(4)

• Performance of Kalman filter with missing measurements
• Expected error covariance bounds for linear state estimators with compressed quantized measurements
• Performance analysis of stochastic event-triggered estimator with compressed measurements
• State estimation for linear discrete-time systems using quantized measurements

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