Brief Paper: On the Markov Property of Quantised State Measuirement Sequences

  • Authors:
  • JAN LUNZE

  • Affiliations:
  • Technische Universität HamburgHarburg, Arbeitsbereich Regelungstechnik, Eissendorfer Strasse 40, D-21071 Hamburg, Germany

  • Venue:
  • Automatica (Journal of IFAC)
  • Year:
  • 1998

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Abstract

This paper is concerned with the representation of stable autonomous discrete-time systems with quantised state measurements. It is assumed that the state space R^n is partitioned into disjoint regions Q"x which are enumerated. Only the number z(k) of the region Q"x to which the state x(k) belongs can be measured. As a consequence, the initial state x(0)@?R^n is unknown and assumed to be uniformly distributed over the set Q"x(z(0)) associated with the measurement z(0). The paper shows that the measurement sequence z(k)(k=0,1,...) is, in general, not a Markov chain. Hence, the sequence of probability distributions cannot be represented exactly by a stochastic automaton whose state set equals the set of measurement symbols.