文献类型：会议论文

英文题名：Intermittent Quantized Kalman Filtering and LQG Control Based on Lloyd-Max Quantizer

作者：Shen Zhiping[1,2];Chen Junyong[1]

第一作者：Shen Zhiping;沈志萍

通讯作者：Shen, ZP[1]

机构：[1]South China Univ Technol, Coll Automat Sci & Engn, Guangzhou 510640, Guangdong, Peoples R China;[2]Xinxiang Univ, Coll Math, Xinxiang 453000, Peoples R China

第一机构：South China Univ Technol, Coll Automat Sci & Engn, Guangzhou 510640, Guangdong, Peoples R China

通讯机构：[1]corresponding author), South China Univ Technol, Coll Automat Sci & Engn, Guangzhou 510640, Guangdong, Peoples R China.

会议论文集：31st Chinese Control Conference

会议日期：JUL 25-27, 2012

会议地点：Hefei, PEOPLES R CHINA

语种：英文

外文关键词：Kalman filter; Information filter; Lloyd-max quantizer

摘要：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.