A Novel Bayesian Filtering Method for Systems with Quantized Output Data

Ricardo Albornoz; Rodrigo Carvajal; Juan C. Aguero

doi:10.1109/CHILECON47746.2019.8987643

A Novel Bayesian Filtering Method for Systems with Quantized Output Data

Ricardo Albornoz, Rodrigo Carvajal, Juan C. Aguero

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

2 Scopus citations

Abstract

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.

Original language	English
Title of host publication	IEEE CHILEAN Conference on Electrical, Electronics Engineering, Information and Communication Technologies, CHILECON 2019
Publisher	Institute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)	9781728131856
DOIs	https://doi.org/10.1109/CHILECON47746.2019.8987643
State	Published - Nov 2019
Externally published	Yes
Event	2019 IEEE CHILEAN Conference on Electrical, Electronics Engineering, Information and Communication Technologies, CHILECON 2019 - Valparaiso, Chile Duration: 13 Nov 2019 → 27 Nov 2019

Publication series

Name	IEEE CHILEAN Conference on Electrical, Electronics Engineering, Information and Communication Technologies, CHILECON 2019

Conference

Conference	2019 IEEE CHILEAN Conference on Electrical, Electronics Engineering, Information and Communication Technologies, CHILECON 2019
Country/Territory	Chile
City	Valparaiso
Period	13/11/19 → 27/11/19

Keywords

Gaussian sum approximation
Quantized data
State estimation

Access to Document

10.1109/CHILECON47746.2019.8987643

Cite this

Albornoz, R., Carvajal, R., & Aguero, J. C. (2019). A Novel Bayesian Filtering Method for Systems with Quantized Output Data. In IEEE CHILEAN Conference on Electrical, Electronics Engineering, Information and Communication Technologies, CHILECON 2019 [8987643] (IEEE CHILEAN Conference on Electrical, Electronics Engineering, Information and Communication Technologies, CHILECON 2019). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/CHILECON47746.2019.8987643

Albornoz, Ricardo ; Carvajal, Rodrigo ; Aguero, Juan C. / A Novel Bayesian Filtering Method for Systems with Quantized Output Data. IEEE CHILEAN Conference on Electrical, Electronics Engineering, Information and Communication Technologies, CHILECON 2019. Institute of Electrical and Electronics Engineers Inc., 2019. (IEEE CHILEAN Conference on Electrical, Electronics Engineering, Information and Communication Technologies, CHILECON 2019).

@inproceedings{27665a647b6449ff92bcc1425d36f65b,

title = "A Novel Bayesian Filtering Method for Systems with Quantized Output Data",

abstract = "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.",

keywords = "Gaussian sum approximation, Quantized data, State estimation",

author = "Ricardo Albornoz and Rodrigo Carvajal and Aguero, {Juan C.}",

note = "Publisher Copyright: {\textcopyright} 2019 IEEE.; null ; Conference date: 13-11-2019 Through 27-11-2019",

year = "2019",

month = nov,

doi = "10.1109/CHILECON47746.2019.8987643",

language = "English",

series = "IEEE CHILEAN Conference on Electrical, Electronics Engineering, Information and Communication Technologies, CHILECON 2019",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

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Albornoz, R, Carvajal, R & Aguero, JC 2019, A Novel Bayesian Filtering Method for Systems with Quantized Output Data. in IEEE CHILEAN Conference on Electrical, Electronics Engineering, Information and Communication Technologies, CHILECON 2019., 8987643, IEEE CHILEAN Conference on Electrical, Electronics Engineering, Information and Communication Technologies, CHILECON 2019, Institute of Electrical and Electronics Engineers Inc., 2019 IEEE CHILEAN Conference on Electrical, Electronics Engineering, Information and Communication Technologies, CHILECON 2019, Valparaiso, Chile, 13/11/19. https://doi.org/10.1109/CHILECON47746.2019.8987643

A Novel Bayesian Filtering Method for Systems with Quantized Output Data. / Albornoz, Ricardo; Carvajal, Rodrigo; Aguero, Juan C.

IEEE CHILEAN Conference on Electrical, Electronics Engineering, Information and Communication Technologies, CHILECON 2019. Institute of Electrical and Electronics Engineers Inc., 2019. 8987643 (IEEE CHILEAN Conference on Electrical, Electronics Engineering, Information and Communication Technologies, CHILECON 2019).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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AU - Carvajal, Rodrigo

AU - Aguero, Juan C.

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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.

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KW - Quantized data

KW - State estimation

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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.

Y2 - 13 November 2019 through 27 November 2019

ER -

Albornoz R, Carvajal R, Aguero JC. A Novel Bayesian Filtering Method for Systems with Quantized Output Data. In IEEE CHILEAN Conference on Electrical, Electronics Engineering, Information and Communication Technologies, CHILECON 2019. Institute of Electrical and Electronics Engineers Inc. 2019. 8987643. (IEEE CHILEAN Conference on Electrical, Electronics Engineering, Information and Communication Technologies, CHILECON 2019). doi: 10.1109/CHILECON47746.2019.8987643

A Novel Bayesian Filtering Method for Systems with Quantized Output Data

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