Quantized State Estimation for Linear Dynamical Systems

Abstract

This paper investigates state estimation methods for dynamical systems when model evaluations are performed on resource-constrained embedded systems with finite precision compute elements. Minimum mean square estimation algorithms are reformulated to incorporate finite-precision numerical errors in states, inputs, and measurements. Quantized versions of least squares batch estimation, sequential Kalman, and square-root filtering algorithms are proposed for fixed-point implementations. Numerical simulations are used to demonstrate performance improvements over standard filter formulations. Steady-state covariance analysis is employed to capture the performance trade-offs with numerical precision, providing insights into the best possible filter accuracy achievable for a given numerical representation. A low-latency fixed-point acceleration state estimation architecture for optomechanical sensing applications is realized on Field Programmable Gate Array System on Chip (FPGA-SoC) hardware. The hardware implementation results of the estimator are compared with double-precision MATLAB implementation, and the performance metrics are reported. Simulations and the experimental results underscore the significance of modeling quantization errors into state estimation pipelines for fixed-point embedded implementations.

Keywords

• optical sensors
• Kalman filter
• state estimation
• quantized filtering
• finite-precision
• FPGA