A Minimax Filter for Systems with Large Plant Uncertainties Using Measurements Corrupted by Colored Noise

A minimax filter is derived to estimate the state of a system, using observations corrupted by colored noise, when large uncertainties in the plant dynamics and process noise are presen.

Constrained linear minimax filter for systems with large plant uncertainties

This paper presents a method of designing a minimax filter in the presence of large plant uncertainties and constraints on the mean squared values of the estimates. The minimax filtering problem is reformulated in the framework of a deterministic optimal control problem and the method of solution employed, invokes the matrix Minimum Principle. The constrained linear filter and its relation to singular control problems has been illustrated. For the class of problems considered here it is shown that the filter can he constrained separately after carrying out the mini maximization. Numorieal examples are presented to illustrate the results.

Receiver-only optimized Vector Quantization for fading channels

This paper considers the design and analysis of a filter at the receiver of a source coding system to mitigate the excess distortion caused due to channel errors. The index output by the source encoder is sent over a fading discrete binary symmetric channel and the possibly incorrect received index is mapped to the corresponding codeword by a Vector Quantization (VQ) decoder at the receiver. The output of the VQ decoder is then processed by a receive filter to obtain an estimate of the source instantiation. The distortion performance is analyzed for weighted mean square error (WMSE) and the optimum receive filter that minimizes the expected distortion is derived for two different cases of fading. It is shown that the performance of the system with the receive filter is strictly better than that of a conventional VQ and the difference becomes more significant as the number of bits transmitted increases. Theoretical expressions for an upper and lower bound on the WMSE performance of the system with the receive filter and a Rayleigh flat fading channel are derived. The design of a receive filter in the presence of channel mismatch is also studied and it is shown that a minimax solution is the one obtained by designing the receive filter for the worst possible channel. Simulation results are presented to validate the theoretical expressions and illustrate the benefits of receive filtering.