TY - GEN
T1 - A Novel Bayesian Filtering Method for Systems with Quantized Output Data
AU - Albornoz, Ricardo
AU - Carvajal, Rodrigo
AU - Aguero, Juan C.
N1 - Publisher Copyright:
© 2019 IEEE.
PY - 2019/11
Y1 - 2019/11
N2 - In this paper we develop a novel scheme for state estimation of discrete-time linear time-invariant systems with quantized output data. We take a Bayesian approach, therefore, we describe the behavior of the a posteriori probability density function of the state. The difficulty of this problem lies in the probability function of the measurable output given the state, which we approach through an approximation by a Gaussian sum, that naturally leads to a Gaussian sum for the a posteriori density function.
AB - In this paper we develop a novel scheme for state estimation of discrete-time linear time-invariant systems with quantized output data. We take a Bayesian approach, therefore, we describe the behavior of the a posteriori probability density function of the state. The difficulty of this problem lies in the probability function of the measurable output given the state, which we approach through an approximation by a Gaussian sum, that naturally leads to a Gaussian sum for the a posteriori density function.
KW - Gaussian sum approximation
KW - Quantized data
KW - State estimation
UR - http://www.scopus.com/inward/record.url?scp=85081064007&partnerID=8YFLogxK
U2 - 10.1109/CHILECON47746.2019.8987643
DO - 10.1109/CHILECON47746.2019.8987643
M3 - Conference contribution
AN - SCOPUS:85081064007
T3 - IEEE CHILEAN Conference on Electrical, Electronics Engineering, Information and Communication Technologies, CHILECON 2019
BT - IEEE CHILEAN Conference on Electrical, Electronics Engineering, Information and Communication Technologies, CHILECON 2019
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 2019 IEEE CHILEAN Conference on Electrical, Electronics Engineering, Information and Communication Technologies, CHILECON 2019
Y2 - 13 November 2019 through 27 November 2019
ER -