Nonlinear Filters. Simon Haykin

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Nonlinear Filters - Simon  Haykin


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target="_blank" rel="nofollow" href="#fb3_img_img_b9de217b-8384-5790-a35e-d4ea28dc9fb1.png" alt="bold-script upper L left-parenthesis bold x left-parenthesis t right-parenthesis comma bold u left-parenthesis t right-parenthesis right-parenthesis equals Start 4 By 1 Matrix 1st Row Start 3 By 1 Matrix 1st Row upper L Subscript bold f Superscript 0 Baseline bold g 1 2nd Row vertical-ellipsis 3rd Row upper L Subscript bold f Superscript 0 Baseline bold g Subscript n Sub Subscript y Subscript Baseline EndMatrix 2nd Row Start 3 By 1 Matrix 1st Row upper L Subscript bold f Superscript 1 Baseline bold g 1 2nd Row vertical-ellipsis 3rd Row upper L Subscript bold f Superscript 1 Baseline bold g Subscript n Sub Subscript y Subscript Baseline EndMatrix 3rd Row vertical-ellipsis 4th Row Start 3 By 1 Matrix 1st Row upper L Subscript bold f Superscript n minus 1 Baseline bold g 1 2nd Row vertical-ellipsis 3rd Row upper L Subscript bold f Superscript n minus 1 Baseline bold g Subscript n Sub Subscript y Subscript Baseline EndMatrix EndMatrix period"/>

      (2.70)bold-script upper Y left-parenthesis t right-parenthesis almost-equals bold-script upper L left-parenthesis bold x left-parenthesis t right-parenthesis comma bold u left-parenthesis t right-parenthesis right-parenthesis StartAbsoluteValue plus nabla bold-script upper L left-parenthesis bold x left-parenthesis t right-parenthesis comma bold u left-parenthesis t right-parenthesis right-parenthesis EndAbsoluteValue Subscript bold x left-parenthesis t 0 right-parenthesis Baseline Subscript bold x left-parenthesis t 0 right-parenthesis Baseline left-parenthesis bold x left-parenthesis t right-parenthesis minus bold x left-parenthesis t 0 right-parenthesis right-parenthesis period

      Using Cartan's formula:

      (2.71)nabla left-parenthesis upper L Subscript bold f Baseline bold g Subscript i Baseline right-parenthesis equals upper L Subscript bold f Baseline left-parenthesis nabla bold g Subscript i Baseline right-parenthesis comma

      we obtain:

      (2.72)nabla bold-script upper L left-parenthesis bold x left-parenthesis t right-parenthesis comma bold u left-parenthesis t right-parenthesis right-parenthesis equals Start 4 By 1 Matrix 1st Row Start 3 By 1 Matrix 1st Row upper L Subscript bold f Superscript 0 Baseline left-parenthesis nabla bold g 1 right-parenthesis 2nd Row vertical-ellipsis 3rd Row upper L Subscript bold f Superscript 0 Baseline left-parenthesis nabla bold g Subscript n Sub Subscript y Subscript Baseline right-parenthesis EndMatrix 2nd Row Start 3 By 1 Matrix 1st Row upper L Subscript bold f Superscript 1 Baseline left-parenthesis nabla bold g 1 right-parenthesis 2nd Row vertical-ellipsis 3rd Row upper L Subscript bold f Superscript 1 Baseline left-parenthesis nabla bold g Subscript n Sub Subscript y Subscript Baseline right-parenthesis EndMatrix 3rd Row vertical-ellipsis 4th Row Start 3 By 1 Matrix 1st Row upper L Subscript bold f Superscript n minus 1 Baseline left-parenthesis nabla bold g 1 right-parenthesis 2nd Row vertical-ellipsis 3rd Row upper L Subscript bold f Superscript n minus 1 Baseline left-parenthesis nabla bold g Subscript n Sub Subscript y Subscript Baseline right-parenthesis EndMatrix EndMatrix period

      1  for .

      2 The row vectors of are linearly independent.

      From the row vectors upper L Subscript f Superscript j minus 1 Baseline left-parenthesis nabla bold g Subscript i Baseline right-parenthesis, an observability matrix can be constructed for the continuous‐time nonlinear system in (2.61) and (2.62) as follows:

      The nonlinear system in (2.61) and (2.62) can be linearized about bold x left-parenthesis t 0 right-parenthesis. Using Taylor series expansion and ignoring higher‐order terms, we will have the following linearized system:

      (2.74)ModifyingAbove bold x With dot left-parenthesis t right-parenthesis almost-equals bold f left-parenthesis bold x left-parenthesis t right-parenthesis comma bold u left-parenthesis t right-parenthesis right-parenthesis StartAbsoluteValue plus StartFraction partial-differential bold f left-parenthesis bold x left-parenthesis t right-parenthesis comma bold u left-parenthesis <hr><noindex><a href=Скачать книгу