EE263 Autumn 2015 S. Boyd and S.

Lall

Example: Estimation / Filtering

1
Estimation / filtering

u w y
H(s) A/D

I signal u is piecewise constant (period 1 sec)

I filtered by 2nd-order system H(s), step response s(t)

I A/D runs at 10Hz, with 3-bit quantizer

2
Typical behavior

u(t)
0

−1
0 1 2 3 4 5 6 7 8 9 10
1.5
s(t)

0.5

0
0 1 2 3 4 5 6 7 8 9 10
1
w(t)

−1
0 1 2 3 4 5 6 7 8 9 10
1
y(t)

−1
0 1 2 3 4 5 6 7 8 9 10

problem: estimate original signal u, given quantized, filtered signal y

3
Simple approach

one simple approach:

I ignore quantization

I design equalizer G(s) for H(s) (i.e., GH ≈ 1)

I approximate u as G(s)y

. . . yields terrible results

4
Better approach

formulate as estimation problem (EE263) . . .

1

u(t) (solid) and û(t) (dotted)

0.8

0.6

0.4

0.2

−0.2

−0.4

−0.6

−0.8

−1
0 1 2 3 4 5 6 7 8 9 10

RMS error 0.03, well below quantization error (!)