Nonlinear Filters. Simon Haykin
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(2.13)
Then, the state‐space model of (2.3) and (2.4) can be rewritten based on the transformed state vector,
or equivalently as:
Any pair of equations (2.14) and (2.15) or (2.16) and (2.17) is called the state‐space model of the system in the observable canonical form. For the system to be detectable (to have stable unobservable modes), the eigenvalues of
2.4.2 Discrete‐Time LTI Systems
The state‐space model of a discrete‐time LTI system is represented by the following algebraic and difference equations:
where
(2.20)
The aforementioned equations can be rewritten in the following