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IET Wireless Sensor Systems

Micro & Nano Letters

The Journal of Engineering

Quantised innovation Kalman filter: performance analysis and design of quantised level

Content Provider	IET Digital Library
Author	Xu, Jian Huang, Fangming Ben, De
Abstract	This study provides a performance analysis for the quantised innovation Kalman filter (QIKF). The covariance matrix of the estimation error is analysed with the correlation between the measurement error and the quantising error. By taking the quantisation errors as a random perturbation in the observation system, an equivalent state-observation system is obtained. Accordingly, the QIKF for the original system is equivalent to a Kalman-like filtering for the equivalent state-observation system. The boundedness of the error covariance matrix of the QIKF is obtained under some weak conditions. A sufficient condition for the stability of the QIKF is also obtained in the general vector case. Then, the relationship between the standard Kalman filtering and the QIKF for the original system is discussed. Based on the analysis of the stability of the QIKF, the design of number of quantised levels is discussed. The relationship between the filtering performance and the number of quantisation levels is also given. Finally, the validity of these results is demonstrated by numerical simulations.
Starting Page	759
Ending Page	773
Page Count	15
ISSN	17519675
Volume Number	8
e-ISSN	17519683
Issue Number	Issue 7, Sep (2014)
Alternate Webpage(s)	https://digital-library.theiet.org/content/journals/iet-spr/8/7
Alternate Webpage(s)	https://digital-library.theiet.org/content/journals/10.1049/iet-spr.2012.0306
Journal	IET Signal Processing
Publisher Date	2014-05-28
Access Restriction	Open
Rights Holder	© The Institution of Engineering and Technology
Subject Keyword	Covariance Matrices Covariance Matrix Equivalent State-observation System Estimation Error Filtering Method in Signal Processing Kalman Filter Linear Algebra Measurement Error Numerical Analysis Numerical Simulation Observation System QIKF Stability Quantised Innovation Kalman Filter Quantised Level Design Quantising Error Random Perturbation Signal Processing Theory Standard Kalman Filtering
Content Type	Text
Resource Type	Article
Subject	Signal Processing Electrical and Electronic Engineering

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