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Zbl 0952.93125
Wong, Wing Shing; Brockett, Roger W.
Systems with finite communication bandwidth constraints. I: State estimation problems. (English)
[J] IEEE Trans. Autom. Control 42, No.9, 1294-1299 (1997). ISSN 0018-9286

Summary: The authors investigate a state estimation problem involving finite communication capability constraints. Unlike classical estimation problems where the observation is a continuous process corrupted by additive noises, there is a constraint that the observations must be coded and transmitted over a digital communication channel with finite capacity. This problem is formulated mathematically, and some convergence properties are defined. Moreover, the concept of a finitely recursive coder-estimator sequence is introduced. A new upper bound for the average estimation error is derived for a large class of random variables. Convergence properties of some coder-estimator algorithms are analyzed. Various conditions connecting the communication data rate with the rate of change of the underlying dynamics are established for the existence of stable asymptotically convergent coder-estimator schemes.

MSC 2000:: *93E10 Estimation and detection in stochastic control
94A45 Codes in connection with formal languages

Keywords: finitely recursive coder-estimator sequence; hybrid systems; prefix code; state estimation

Cited in: Zbl 1136.93429

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