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arXiv · 1103.4959

On mean-square boundedness of stochastic linear systems with quantized observations

Debasish Chatterjee·Peter Hokayem·Federico Ramponi·John Lygeros
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Abstract

We propose a procedure to design a state-quantizer with finitely many bins for a marginally stable stochastic linear system evolving in $\R^d$, and a bounded policy based on the resulting quantized state measurements to ensure bounded second moment in closed-loop.

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Debasish Chatterjee, Peter Hokayem, Federico Ramponi, John Lygeros. 2011-03-25. On mean-square boundedness of stochastic linear systems with quantized observations. https://arxiv.org/abs/1103.4959

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