Nonlinear Filters. Simon Haykin

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Название Nonlinear Filters
Автор произведения Simon Haykin
Жанр Программы
Серия
Издательство Программы
Год выпуска 0
isbn 9781119078159



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1 Subscript Baseline equals Start 5 By 1 Matrix 1st Row bold g ring bold f Superscript 0 Baseline 2nd Row bold g ring bold f Superscript 1 Baseline 3rd Row bold g ring bold f squared 4th Row vertical-ellipsis 5th Row bold g ring bold f Superscript n minus 1 Baseline EndMatrix Subscript bold x 0 comma bold u Sub Subscript 0 colon n minus 1 Subscript Baseline period"/>

      1  for .

      2 The following observability matrix is full rank:(2.83)

      where

      (2.84)bold-script upper O Subscript i Baseline equals StartFraction partial-differential Over partial-differential bold x EndFraction Start 4 By 1 Matrix 1st Row bold g Subscript i Baseline left-parenthesis bold x 0 right-parenthesis 2nd Row bold g Subscript i Baseline left-parenthesis bold f left-parenthesis bold x 0 right-parenthesis right-parenthesis 3rd Row vertical-ellipsis 4th Row bold g Subscript i Baseline left-parenthesis bold f Superscript k Super Subscript i Superscript minus 1 Baseline left-parenthesis bold x 0 right-parenthesis right-parenthesis EndMatrix period

      2.6.3 Discretization of Nonlinear Systems

      Unlike linear systems, there is not a general functional representation for discrete‐time equivalents of continuous‐time nonlinear systems. One approach is to find a discrete‐time equivalent for the perturbed state‐space model of the nonlinear system under study [19]. In this approach, first, we need to linearize the nonlinear system in (2.61) and (2.62) about nominal values of state and input vectors, denoted by ModifyingAbove bold x With bar left-parenthesis t right-parenthesis and ModifyingAbove bold u With bar left-parenthesis t right-parenthesis, respectively. The perturbation terms, denoted by delta bold x left-parenthesis t right-parenthesis, delta bold u left-parenthesis t right-parenthesis, and delta bold y left-parenthesis t right-parenthesis, are defined as the difference between the actual and the nominal values of state, input, and output vectors, respectively:

      (2.85)delta bold x left-parenthesis t right-parenthesis equals bold x left-parenthesis t right-parenthesis minus ModifyingAbove bold x With bar left-parenthesis t right-parenthesis comma

      (2.86)delta bold u left-parenthesis t right-parenthesis equals bold u left-parenthesis t right-parenthesis minus ModifyingAbove bold u With bar left-parenthesis t right-parenthesis comma

      (2.87)delta bold y left-parenthesis t right-parenthesis equals bold y left-parenthesis t right-parenthesis minus ModifyingAbove bold y With bar left-parenthesis t right-parenthesis period

      where bold f Subscript bold x and bold f Subscript bold u, respectively, denote the Jacobian matrices obtained by taking the derivatives of bold f with respect to