State estimation with quantized measurements: Approximate MMSE approach

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Abstract

This paper addresses the problem of state estimation with quantized measurements. In a system with quantized measurements, due to the nonlinearity of the quantizer, estimating the system state is a nonlinear and non-Gaussian estimation problem even if the system is linear and Gaussian. A numerical algorithm for approximate minimum mean square error (MMSE) state estimation with quantized measurement is proposed. Performance evaluation and comparison of the proposed algorithm with the theoretical solution, the posterior Cramer-Rao lower bound (PCRLB), and other existing methods by simulation of a typical aircraft altitude tracking scenario in air traffic control (ATC) systems are presented.

Original languageEnglish
Title of host publicationProceedings of the 11th International Conference on Information Fusion, FUSION 2008
DOIs
StatePublished - 2008
Externally publishedYes
Event11th International Conference on Information Fusion, FUSION 2008 - Cologne, Germany
Duration: 30 Jun 20083 Jul 2008

Publication series

NameProceedings of the 11th International Conference on Information Fusion, FUSION 2008

Conference

Conference11th International Conference on Information Fusion, FUSION 2008
Country/TerritoryGermany
CityCologne
Period30/06/083/07/08

Keywords

  • ATC
  • Cramer-Rao lower bound
  • Minimum mean-squared error (MMSE)
  • Quantized measurement
  • State estimation
  • Tracking

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