OCApr 20, 2011
On mean-square boundedness of stochastic linear systems with quantized observationsDebasish Chatterjee, Peter Hokayem, Federico Ramponi et al.
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.