Quantized Filtering Schemes for Multi-Sensor Linear State Estimation : Stability and Performance Under High Rate Quantization

• In this paper we consider state estimation of a discrete time linear system using multiple sensors, where the sensors quantize their individual innovations, which are then combined at the fusion center to form a global state estimate. We prove the stability of the estimation scheme under sufficiently high bit rates. We obtain asymptotic approximations for the error covariance matrix that relates the system parameters and quantization levels used by the different sensors. Numerical results show close agreement with the true error covariance for quantization at high rates. An optimal rate allocation problem amongst the different sensors is also considered.

Keyword

Kalman filtering

quantization

sensor networks

stability

state estimation

Elektroteknik med inriktning mot signalbehandling

Electrical Engineering with specialization in Signal Processing

Publication and Content Type

ref (subject category)

art (subject category)