By Renwick E. Curry

ISBN-10: 0262030373

ISBN-13: 9780262030373

The mathematical operation of quantization exists in lots of verbal exchange and regulate platforms. The expanding call for on current electronic amenities, equivalent to conversation channels and knowledge garage, may be alleviated by way of representing an identical quantity of knowledge with fewer bits on the price of extra subtle info processing. In Estimation and keep watch over with Quantized Measurements, Dr. Curry examines the 2 targeted yet similar difficulties of nation variable estimation and keep watch over while the measurements are quantized. attention is proscribed to discrete-time difficulties, and emphasis is put on coarsely quantized measurements and linear, potentially time-varying structures. as well as studying the improvement of the basic minimal variance or conditional suggest estimate, which lays the basis for different varieties of estimates, the writer additionally appears at easier-to-implement approximate nonlinear filters together with 3 conversation platforms, and so the booklet isn't restricted to concept by myself. subsequent, the functionality of optimal linear estimators is in comparison with the nonlinear filters. besides a brand new interpretation of the matter of producing estimates from quantized measurements. either optimum and suboptimal stochastic keep an eye on with quantized measurements are taken care of for the 1st time in print via Dr. Curry. MIT study Monograph No. 60

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Estimatioll with When a u finite Finite Number oj Afeastll"£'mcllls number of signal matrix methods may value of x" based measurements are used to estimate the be used (Kellog, 1967). Suppose that the on Af quantizcr outputs )",, ' )",,_ I , • • • , Y.. _ AI + 1 is to 52 ( OPTIMAL LINEAR ESTIMATORS be estimated. '1. 27) � Yn- (+1 and let X" be the minimum variance linear estimate of x" (without loss of generality it will be assumed that all random variables have zero mean). 30) Because the processes are stationary, the filter gains K may be expressed in terms of the quantities introduced in the previous section.

Ga ussi a n . L e t xkl k - 1 and A tk be t he mean and cova riance of t he s t a t e a t t i m e on q u a n t i zed m ea s u re m en ts u p t o and i n c l u d i n g t . _ I • e s t i m a t e is a ssu med t o be Gaussian. Let xk l K _ k and AtK - k be the mea n and c o va riance of t he st a t e at t ime t . c o nd i t i on ed o n meas u reme n t s tH 1 ' ( /\ a n d no a pr i o ri i n forma t i o n . Th is est imate, w h i c h a lso i s computed v i a t he G a u s s i a n fi t a l go r i t h m .

A nd the system input =" is calculated by adding II" and L" when II" is sent. The estimate of =" whcn II" is /lot sent may be made a ccordi ng to a variety of criteria; in all cases the error in the estimate is known to be less than ,')!. • . . • . . ". ·->

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Estimation and Control with Quantized Measurements by Renwick E. Curry


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