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

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Finite-horizon quantized estimation using sector bound approach

WEI Li1, ZHANG Huan-shui1*, FU Min-yue2   

  1. 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)

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

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