Nonlinear Filters. Simon Haykin
Читать онлайн книгу.t right-parenthesis right-parenthesis Over partial-differential bold x EndFraction 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 comma"/>
(2.75)
Then, the observability test for linear systems can be applied to the following linearized system matrices:
In this way, the nonlinear observability matrix in (2.73) can be approximated by the observability matrix, which is constructed using
2.6.2 Discrete‐Time Nonlinear Systems
The state‐space model of a discrete‐time nonlinear system is represented by the following system of nonlinear equations:
where
Functional powers of the system function
(2.81)
where
(2.82)