Estimability and stochastic observability of quantised linear systems

Hui Zhang and Ying Shen

International Journal of Systems Science, 2016, vol. 47, issue 6, 1268-1279

Abstract: The estimability and stochastic observability of quantised discrete-time linear dynamic systems are discussed from information theoretic viewpoint. Algebraic conditions of estimability and stochastic observability for quantised linear Gaussian systems, i.e., certain Gramians having full rank, are proposed based on the measure of mutual information. The obtained conditions of estimability and observability are consistent with the intuition and provide us with valuable hints on quantiser design. It is shown analytically that the Gramians of quantised systems converge to that of unquantised systems when the quantisation intervals turn to zero, and a well-designed quantiser can preserve the estimability and stochastic observability of the original system even if it is as coarse as one bit. Furthermore, the relation between estimability and stochastic observability is established for quantised stochastically autonomous systems. The analytical results are verified by illustrative simulations.

Date: 2016
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DOI: 10.1080/00207721.2014.919713

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