Nonlinear Filters. Simon Haykin
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As before, the system (2.49) and (2.50) is observable, if and only if the observability Gramian matrix
2.5.3 Discretization of LTV Systems
This section generalizes the method presented before for discretization of continuous‐time LTI systems and describes how the continuous‐time LTV system (2.36) and (2.37) can be discretized. Solving the differential equation in (2.36), we obtain:
where
(2.57)
Therefore, dynamics of the discrete‐time equivalent of the continuous‐time system in (2.36) and (2.37) will be governed by the following state‐space model [19]:
(2.58)
(2.59)
where
(2.60)
2.6 Observability of Nonlinear Systems
As mentioned before, observability is a global property for linear systems. However, for nonlinear systems, a weaker form of observability is defined, in which an initial state must be distinguishable only from its neighboring points. Two states
There is another difference between linear and nonlinear systems regarding observability and that is the role of inputs in nonlinear observability. While inputs do not affect the observability of a linear system, in nonlinear systems, some initial states may be distinguishable for some inputs and indistinguishable for others. This leads to the concept of uniform observability, which is the property of a class of systems, for which initial states are distinguishable for all inputs [12, 20]. Furthermore, in nonlinear systems, distinction between time‐invariant and time‐varying systems is not critical because by adding time as an extra state such as
2.6.1