Analysis of quantization noise and state estimation with quantized measurements

来源 :Journal of Control Theory and Applications | 被引量 : 0次 | 上传用户:jeans
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The approximate correction of the additive white noise model in quantized Kalman filter is investigated under certain conditions. The probability density function of the error of quantized measurements is analyzed theoretically and experimentally. The analysis is based on the probability theory and nonparametric density estimation technique, respectively. The approximator of probability density function of quantized measurement noise is given. The numerical results of nonparametric density estimation algorithm demonstrate that the theoretical conclusion is reasonable. Based on the analysis of quantization noise, a novel algorithm for state estimation with quantized measurements also is proposed. The algorithm is based on the least-squares estimator and unscented transform. By least-squares estimator, the effective information is extracted from the quantized measurements. Also, using the information to update the estimated state can give a better estimation under the influence of quantization. The root mean square error (RMSE) of the proposed algorithm is compared with the RMSE of the existing methods for a typical tracking scenario in wireless sensor networks systems. Simulations provide a strong evidence that this tracking algorithm could indeed give us a more precise estimated result. The approximate correction of the additive white noise model in quantized Kalman filter is investigated under certain conditions. The probability density function of the error of quantized measurements is analyzed theoretically and experimentally. The analysis is based on the probability theory and nonparametric density estimation technique, respectively The approximator of probability density function of quantized measurement noise is given. The numerical results of the nonparametric density estimation algorithm demonstrate that the theoretical conclusion is reasonable. Based on the analysis of quantization noise, a novel algorithm for state estimation with quantized measurements also is proposed The least-squares estimator, the effective information is extracted from the quantized measurements. Also, using the information to update the estimated state can give a better estimation under the influence of quanti zation. The root mean square error (RMSE) of the proposed algorithm is compared with the RMSE of the existing methods for a typical tracking scenario in wireless sensor networks systems. Simulations provide a strong evidence that this tracking algorithm could indeed give us a more precise estimated result.
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