Intermittent Quantized Kalman Filtering and LQG Control Based on Lloyd-Max Quantizer
The purpose of this paper is to discuss the batch intermittent quantized Kalman filter(BIQKF) and LQG control over lossy digital links using dynamic Lloyd-Max quantizer. A necessary and sufficient condition is presented for the Stability of the BIQKF. The condition, which is expressed in terms of the bit rate and the arrival probability initially. Under the assumption that the observation is approximately Gaussian, it is shown that the separation principle remains valid under the quantized output signal which is used to be transmitted over lossy networks. The optimal LQG controller is then given in terms of two Riccati difference equations associated respectively with the Kalman filter with intermittent quantized observations and the standard LQR control. The corresponding minimum cost is also derived.
Kalman filter Information filter Lloyd-max quantizer
SHEN Zhiping CHEN Junyong
College of Automation Science and Engineering, South China University of Technology, Guangzhou, 5106 College of Automation Science and Engineering, South China University of Technology, Guangzhou, 5106
国际会议
The 31st Chinese Control Conference(第三十一届中国控制会议)
合肥
英文
5698-5703
2012-07-01（万方平台首次上网日期，不代表论文的发表时间）