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Optimal recursive state estimation with quantized measurements

机译:具有量化测量的最优递归状态估计

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摘要

A set of exact nonlinear filters is derived and analyzed. The filters perform recursive state estimation when only coarsely quantized output signals are available. A system with the dynamics given by n integrators, together with a uniform prior on the state vector, form the model assumptions. In the case with one integrator, properties of the quantizer allows the construction of an exact recursive algorithm for the updating of the probability density function (p.d.f.), using only the corners of a convex polygon defining the region where the p.d.f. is nonzero. It is also shown how to generalize the algorithm to handle multiple measurements quantized with vector quantizers
机译:导出并分析了一组精确的非线性滤波器。当仅粗略量化的输出信号可用时,滤波器执行递归状态估计。一个由n个积分器给定的动力学以及状态向量上统一先验的系统构成模型假设。在具有一个积分器的情况下,量化器的属性允许构造精确的递归算法,以更新概率密度函数(p.d.f.),仅使用凸多边形的角来定义p.d.f所在的区域。不为零。还显示了如何概括算法以处理使用矢量量化器量化的多个测量

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