Title :
Moving horizon Monte Carlo state estimation for linear systems with output quantization
Author :
Haimovich, Heman ; Goodwin, Graham C. ; Quevedo, Daniel E.
Author_Institution :
Centre for Integrated Dynamics & Control, Newcastle Univ., NSW, Australia
Abstract :
This paper develops a novel scheme for state estimation of discrete-time linear time-invariant systems with output quantization. The method combines concepts from Monte Carlo sampling and moving horizon estimation. The effectiveness of the scheme is illustrated via a simulation example.
Keywords :
Monte Carlo methods; discrete time systems; linear systems; quantisation (signal); sampling methods; state estimation; Monte Carlo sampling; Monte Carlo state estimation; discrete time systems; linear systems; linear time invariant systems; moving horizon estimation; output quantization; Current measurement; Equations; Gaussian noise; Linear systems; Monte Carlo methods; Noise measurement; Q measurement; Quantization; State estimation; Time measurement;
Conference_Titel :
Decision and Control, 2003. Proceedings. 42nd IEEE Conference on
Print_ISBN :
0-7803-7924-1
DOI :
10.1109/CDC.2003.1272368
