Systems with finite communication bandwidth constraints. I. Stateestimation problems
Wing Shing Wong; Brockett, R.W.
Automatic Control, IEEE Transactions on
Volume 42, Issue 9, Sep 1997 Page(s):1294 - 1299
Digital Object Identifier 10.1109/9.623096
Summary:In this paper, we investigate a state estimation problem involving
finite communication capacity 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 and asymptotically convergent coder-estimator
schemes
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