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.

Año de publicación:

2019

Keywords:

  • Gaussian sum approximation
  • State Estimation
  • Quantized data

Fuente:

scopusscopus

Tipo de documento:

Conference Object

Estado:

Acceso restringido

Áreas de conocimiento:

  • Algoritmo
  • Optimización matemática
  • Inferencia bayesiana

Áreas temáticas:

  • Ciencias de la computación