Moving Horizon Monte Carlo State Estimation for Linear Systems with Output Quantization

HERNAN HAIMOVICH; GRAHAM C. GOODWIN; DANIEL E. QUEVEDO

Maui, Hawaii, EEUU

Conferencia; 42nd IEEE Conference on Decision and Control; 2003

IEEE

This paper develops a novel scheme for state estimation of discrete-time linear time-invariant systems with output quantization. The method combines concepts from Monte Carlo sampling and Moving Horizon estimation. The effectiveness of the scheme is illustrated via a simulation example.