Question: please solve it and i give thumbsup Question Description Question 3 Consider the continuous-time linear system with the disturbance input w(t) and the measured output

 please solve it and i give thumbsup Question Description Question 3

please solve it and i give thumbsup

Question Description Question 3 Consider the continuous-time linear system with the disturbance input w(t) and the measured output y(t) where the transfer function T(8) from w to y is s(s+1) T(s) = (s+2)(8 +3)(82 +65 +10) Also, we assume that there is a measurement noise input vt). (c) Assume that w(t) and v(t) are white-noise processes. Take some sensible impulsive correlation matrices Q and R and generate a Kalman filter for estimating the states of the system. (d) Generate an H. filter to estimate the states of the system. (e) Simulate the plant and the filters from (c) and (d) for various types of wft) and v(t), e.g. white noises, sinusoidal inputs, some other deterministic functions. Compare the performance of the filters. Question Description Question 3 Consider the continuous-time linear system with the disturbance input w(t) and the measured output y(t) where the transfer function T(8) from w to y is s(s+1) T(s) = (s+2)(8 +3)(82 +65 +10) Also, we assume that there is a measurement noise input vt). (c) Assume that w(t) and v(t) are white-noise processes. Take some sensible impulsive correlation matrices Q and R and generate a Kalman filter for estimating the states of the system. (d) Generate an H. filter to estimate the states of the system. (e) Simulate the plant and the filters from (c) and (d) for various types of wft) and v(t), e.g. white noises, sinusoidal inputs, some other deterministic functions. Compare the performance of the filters

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