Question: fff3|}. Consider a singleinput, singleoutput linear system i: yk+1 = Blamei + billsii + WHI- i=0 The input wt and the output yk can be

$\f\f\f3|}. Consider a singleinput, singleoutput$ $\f\f\f3|}. Consider a singleinput, singleoutput$ $\f\f\f3|}. Consider a singleinput, singleoutput$ $\f\f\f3|}. Consider a singleinput, singleoutput$

\f\f\f3|}. Consider a singleinput, singleoutput linear system i: yk+1 = Blamei + billsii + WHI- i=0 The input wt and the output yk can be measured online. The parameters {omuuambgw . . 15p] are unknown, and it is desired to identify them. The noise wk is independent and identically distributed with wit ~ N{.oz]. Assume that H\" := [am .11, . . .1. up, b.3151, .. . 15],]?! which is unknown, is normally distributed, with I?\" N N{ g, Eu). Determine the recursive equations for determining the conditional mean, 3:: : Elalyk?\"k_ll- [Hint: 1li'wrrite this as a linear system with state :1} .'= H\". The state equation is Ik+1 = 1:1,. The initial condition In is random. The observations are 3;; :2 Ultra. + we, where Ch. := (ye11 . .. ? shy\"). Now write down the Kalman ltering equations] Note: There is one difference between this system and the system treated in class. Here (3",, is madam Howeven sinee it can be measured at time la, the Kalman lter continues to yield the conditional mean

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer

Step: 1 Unlock blur-text-image

Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock

Step: 3 Unlock

Students Have Also Explored These Related General Management Questions!

Consider a single-input, single-output linear system P yk+1 = >[aiyk-i + biuk-i] + Wk+1. i=0 The input ux and the output yx can be measured on-line. The parameters (do, . .., ap, bo, . .., bp) are...

Problem I (10 + 15 + 20 = 45 points Consider the single-input single-output linear system i(t) = Ar(t) + Bu(t), y(t) = Cx(t) + Du(t), (1) with state r(t) ( R", u(t) E R, and y(t) E R. Let T(s) = C(sI...

Consider the single-input, single-output system is described by y(t) = Cx(t) where (a) Determine the value of K resulting in a zero steady-state tracking error when u(t) is a unit step input for t...

Problem 1: (30 pts) Consider a single-input single-output system with the following transfer function: G(s)=4s+2K When a unit step change is applied to the input (x), the steady-state value of the...

Consider the single-input, single-output system described by x(t) = Ax(t) + Bu(t) y(t) = Cx(t) where Compute the bandwidth of the system for K = 1, 2, and 10. As K increases, does the bandwidth...

Consider the single-input, single-output system described by x(t) = Ax(t) + Bu(t) y(t) = Cx(t) where 0 A } ], B = [1]. C = [1 - 0]. Assume that the input is a linear combination of the states, that...

Consider the single-input, single-output system described by x(t) = Ax(t) + Bu(t) y(t) = Cx(t) where Assume that the input is a linear combination of the states, that is, u(t) = -Kx(t) + r(t), where...

Consider the single-input, single-output system as described by x(t) = Ax(t) + Bu(t) y(t) = Cx(t) where Assume that the input is a linear combination of the states, that is, u(t) = -Kx(t) + r(t),...

Consider the single-input, single-output system is described by x(t) = Ax(t) + Bu(t) y(t) = Cx(t) where Compute the characteristic polynomial and plot the root locus as 0 ¤ K 1 -8.c-u C = [1...

Karen Company had 105,000 shares of common stock outstanding on January 1, 2011. On August 30, 2011, Karen sold 50,000 shares of common stock for cash. Karen also had 11,000 shares of convertible...

Explain the various strategies related to managing marketable securities.

on 2 7 of 2 7 - / 1 licies Attempt in Progress is the average cost per unit computed when the perpetual weighted average inventory method is used? The cost is recalculated after each purchase based...

Three children must make fair division of a painting and sculpture left them by their mother. Using the Knaster Inheritance Procedure, the value each child places on the objects is shown below....