基于有限时间的扇形界方法的量化估计

J4 ›› 2012, Vol. 47 ›› Issue (1): 55-61.

基于有限时间的扇形界方法的量化估计

魏丽¹，张焕水^1* ，付敏跃²

1.山东大学控制科学与工程学院，山东济南 250061；
2.纽卡斯尔大学电气工程与计算机科学学院，澳大利亚新南威尔士州纽卡斯尔市 2308

收稿日期:2011-05-12 出版日期:2012-01-20 发布日期:2012-06-29

Finite-horizon quantized estimation using sector bound approach

WEI Li¹, ZHANG Huan-shui^1*, FU Min-yue²

1. School of Control Science and Engineering, Shandong University, Jinan 250061, Shandong, China;
2. School of Electrical Engineering and Computer Science, The University of Newcastle, NSW 2308, Callaghan, Australia

Received:2011-05-12 Online:2012-01-20 Published:2012-06-29
About author:WEI Li(1983- ), Female, Ph.D student, Her current research interests mainly include quantized filtering and control, time delay systems and stochastic systems. Email:weili@mail.sdu.edu.cn *ZHANG Huanshui(1963- ),Male, Professor, His interests include optimal estimation, robust filtering and control, time delay systems, singular systems, wireless communication, and signal processing. Email: hszhang@sdu.edu.cn
Supported by:
Supported by the Taishan Scholar Construction Engineering by Shandong Government; the National Natural Science Foundation for Distinguished Young Scholars of China (60825304); the Major State Basic Research Development Program of China (973 Program) (2009cb320600);Yangtse Rive Scholar Bonus Schemes (31400080963017)

摘要/Abstract

摘要：

研究了具有对数量化器的离散时间系统的有限时间量化估计问题。利用扇形界的方法给出了量化误差，进一步设计了有限时间的量化估计器，使得对于由所有的量化新息给出的量化估计误差都在一个有限界之内，并且使得这个界在范数意义下尽可能的小。最后通过求解一个与量化新息有关的黎卡提方程得到了量化估计器。

关键词: 离散时间系统；对数量化器；量化估计；扇形界

Abstract:

This paper is concerned with the finite-horizon filtering estimation problem by using the reductive information of the quantized innovations from the innovations. We consider the case where the quantizer is logarithmic, and an upper bound of the estimation error covariance is derived for all the quantized innovations. The calculation of the filter involves solving a Riccati equation related to the quantized innovations.

Key words: discrete-time system; logarithmic quantizer; quantized estimation; sector bound

魏丽1，张焕水1* ，付敏跃2. 基于有限时间的扇形界方法的量化估计[J]. J4, 2012, 47(1): 55-61.

WEI Li1, ZHANG Huan-shui1*, FU Min-yue2. Finite-horizon quantized estimation using sector bound approach[J]. J4, 2012, 47(1): 55-61.

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