DISCRETE TIME SYSTEMS Edited by Mario A. Jordán and Jorge L. by Mario A. Jordán, Jorge L. Bustamante

By Mario A. Jordán, Jorge L. Bustamante

Show description

Read Online or Download DISCRETE TIME SYSTEMS Edited by Mario A. Jordán and Jorge L. Bustamante PDF

Similar nonfiction_5 books

A handbook to Kant's Critique of pure reason

This booklet was once initially released ahead of 1923, and represents a duplicate of a big old paintings, conserving a similar layout because the unique paintings. whereas a few publishers have opted to follow OCR (optical personality reputation) expertise to the method, we think this results in sub-optimal effects (frequent typographical error, unusual characters and complicated formatting) and doesn't accurately look after the old personality of the unique artifact.

Roots of Wisdom: A Tapestry of Philosophical Traditions , Sixth Edition

ROOTS OF knowledge, 6th variation, invitations scholars to discover common and present philosophical concerns via a wealthy tapestry of views together with the information and traditions of guys and ladies from the West, Asia, Peoples of the Americas, and Africa. No different ebook bargains such breadth of multicultural assurance coupled with a transparent, concise, and approachable writing variety.

FÉLIX J. PALMA - THE MAP OF TIME (ARC)

This is often a complicated Readers reproduction. .. Publicity/MarketingNational tv, radio, and print publicityBook membership fabrics to be had at SimonandSchuster. comSimonandSchuster. com per month publication featureSimonandSchuster. com function • on-line promotions and featuresOn sale June 28, 2011 • 978-1-4391-0272-5$26.

Extra resources for DISCRETE TIME SYSTEMS Edited by Mario A. Jordán and Jorge L. Bustamante

Sample text

Kq ), Σ, Υ are defined in (49), (53) and (55) respectively. Using the Schur Lemma and the notation R = L T P, the inequality (48) is equivalent to ⎡ ⎤ Γ11 Γ12 Γ13 Γ14 ⎢( ) Γ22 Γ23 Γ24 ⎥ ⎢ ⎥ ⎣( ) ( ) Γ33 Γ34 ⎦ < 0. ( ) ( ) ( ) Γ44 33 (77) Consequently, we deduce that under the condition (48), the estimation error converges asymptotically towards zero. 2. 3. 3 Numerical example Now, we present a numerical example to show the performances of the proposed method. We consider the modified chaotic system introduced in Cherrier et al.

In this case the prediction estimate xˆ opt t+Δ and its error opt covariance Pt+Δ are determined by the combining of time update and observation update, ⎧ xˆ opt ˆ opt ˆ opt ˆ opt s =Fs x s , t k ≤ s ≤ t+Δ , x s=t k =x t k , ⎪ ⎨ opt opt opt opt opt T ⎪⎩ Ps =FsPs +Ps Fs +Q s , Ps=t k =Ptk , (5) and its error where the initial conditions represent filtering estimate of the state xˆ opt tk covariance Ptopt which are given by the continuous-discrete Kalman filter equations (Lewis, k 1986, Gelb, 1974): Time update between observations : ⎧ ˆ opt , t k-1 ≤ τ ≤ t k , xˆ opt τ=t k-1 =x t k-1 , ⎪ ⎨ opt ⎪ Pτopt =Fτ Pτopt +Pτopt FτT +Q τ , Pτ=t =Ptopt , k-1 k-1 ⎩ xˆ opt =Fτ xˆ opt τ τ (6a) Observation update at time t k : ) ( ⎧ xˆ opt =xˆ opt - +Lopt Y -H xˆ opt - , tk tk tk tk tk ⎪ tk ⎪ ⎪ opt opt - T opt - T ⎨ L tk =Pt k H t k H tk Pt k Ht k +R t k ⎪ ⎪ P opt = I -Lopt H P opt - .

E. (1960). A new approach to linear filtering and prediction problems, Trans. ASME, Journal of Basic Engineering, Vol. 82, pp. 35-45. S. (1960). New Results in Linear Filtering and Prediction Theory, Trans. ASME, Journal of Basic Engineering, Series D, Vol. 83, pp. W. (1994). Investigation of trellis based filters for tracking, IEE Proceedings Radar, Sonar and Navigation, Vol. 1 pp. 9-18. Julier S. ; Uhlmann J. K. (2004). Unscented Filtering and Nonlinear Estimation Proceedings of the IEEE, 92, pp.

Download PDF sample

Rated 4.86 of 5 – based on 9 votes