On mean-square boundedness of stochastic linear systems with quantized observations
Optimization and Control
2011-04-21 v2 Systems and Control
Abstract
We propose a procedure to design a state-quantizer with finitely many bins for a marginally stable stochastic linear system evolving in , and a bounded policy based on the resulting quantized state measurements to ensure bounded second moment in closed-loop.
Keywords
Cite
@article{arxiv.1103.4959,
title = {On mean-square boundedness of stochastic linear systems with quantized observations},
author = {Debasish Chatterjee and Peter Hokayem and Federico Ramponi and John Lygeros},
journal= {arXiv preprint arXiv:1103.4959},
year = {2011}
}
Comments
4 pages, 2 fig