|u(t) +w(t), y(t) = [1_0] x(t) +v(t), where the 0 disturbance w(t) and noise v(t) are...
Fantastic news! We've Found the answer you've been seeking!
Question:
Transcribed Image Text:
|u(t) +w(t), y(t) = [1_0] x(t) +v(t), where the 0 disturbance w(t) and noise v(t) are stationary, uncorrelated, zero-mean white Gaussian random processes 112(1) + [1] u(t) + w(t), y(t) = [1 with E{w(t)w¹ (7)} = o [11] (t−7) and E{v(t)v¹ (7)} = 8(t-7). Design a Kalman filter that optimally estimates r(t) given u(t) and y(t). Express both the solution S of the algebraic Riccati equation and the optimal state estimator gain H in terms of the intensity of the disturbance. Can a large o destabilize the estimation error dynamics? Consider a system described by i(t): = |u(t) +w(t), y(t) = [1_0] x(t) +v(t), where the 0 disturbance w(t) and noise v(t) are stationary, uncorrelated, zero-mean white Gaussian random processes 112(1) + [1] u(t) + w(t), y(t) = [1 with E{w(t)w¹ (7)} = o [11] (t−7) and E{v(t)v¹ (7)} = 8(t-7). Design a Kalman filter that optimally estimates r(t) given u(t) and y(t). Express both the solution S of the algebraic Riccati equation and the optimal state estimator gain H in terms of the intensity of the disturbance. Can a large o destabilize the estimation error dynamics? Consider a system described by i(t): =
Expert Answer:
Answer rating: 100% (QA)
Here are the steps to solve this problem 1 Define the system and measureme... View the full answer
Related Book For
Digital Signal Processing
ISBN: ?978-0133737622
3rd Edition
Authors: Jonh G. Proakis, Dimitris G.Manolakis
Posted Date:
Students also viewed these accounting questions
-
Consider a system described by the following state-space equations:(a) Determine the characteristic polynomial and the eigenvalues of the system.(b) Determine the state transition matrix ?(n) for n ?...
-
Consider a system described by a linear constant-coefficient difference equation with initial-rest conditions. The step response of the system is given by y[n] = (1/3) n u[n] + (1/4) n u[n] + u[n]....
-
Consider a system described by = ax + x2 + bx1(x + x: X2 = -X1 = -x ax2 + bx2(x} + x3) where a and b are constant parameters. Show that the origin of a linearized system is Lyapunov stable for |a| <...
-
Explain (a) the ways to transfer title to personal property, (b) the three elements of a valid gift, and (c) the difference in the laws treatment of abandoned property, lost property, and mislaid...
-
Which cost formula for valuing inventory is best? Explain.
-
Pasquale Company is a manufacturer of oil drilling equipment located in Canada. The company is 90% owned by a U.S. parent company. The accounting department of Pasquale Company accumulated the...
-
List six factors that may result in an auditor's independence being compromised in fact or in appearance.
-
What does the scheduled amount represent? Why does it drop off in 1991? How can it exceed the availability?
-
7. Write an if statement that will assign a value to a variable named cost based on the value in the variable distance. Distance Cost 0 through 2,000 15.00 More than 2,000 but not more than 5,000....
-
Consider the following scenario in the hypothetical country of Zootopia: The government budget deficit is $80 billion, total domestic savings are $1.2 trillion, and total domestic investment in...
-
In addition to human resources, hiring managers have to stay within company and legal guidelines when selecting employees. Select three steps in the selection process (See Figure) and discuss the...
-
What is a flex option?
-
What estimates have to be made to value an interest rate swap?
-
What is a position limit? What is its purpose?
-
Explain why borrowing at a floating rate and swapping to fixed does not necessarily give rise to borrowing at the same fixed rate every year.
-
Give examples of three index options that trade on the CBOE?
-
3. The reliability of the local corporate network is 75%. The profit from the use of it is $20,000 per hour. It requires $3,000 to restore the network after an incident and it takes 1 hour....
-
Show that the peak of the black body spectrum as a function of ? is given by eq. (22.14) kg T Wmax = 2.82
-
Using long division, determine the inverse z-transform of, if (a) x(n) is causal and (b) x(n) is anti causal. if (a) x(n) is causal and (b) isanticausal. 1+ 2z-1 1- 22-+z-2 X (z) :
-
Consider a causal IIR system with system function(a) Determination the equivalent lattice-ladder structure.(b) Check if the system isstable. 1+ 2;-1 + 3z-2 + 22-3 1+ 0.9z- - 0.8z-2 + 0.5z-3 H(z) =
-
Determine a direct form realization for the following linear phasefilters. (a) h(n) = (1.2, 3, 4.3, 2. 1) (b) h(n) = (1.2,3, 3, 2. 1}
-
Isothermal compression efficiency can be achieved by running the compressor: (a) At a very high speed (b) At a very slow speed (c) At an average speed (d) At zero speed
-
Derive the expression of work done by the compressor in isothermal compression, adiabatic compression, and polytropic compression.
-
Maximum work is done in compressing air when the compression is: (a) Isothermal compression (b) Adiabatic compression (c) Polytropic compression (d) None of these
Study smarter with the SolutionInn App