Nonlinear Filters. Simon Haykin
Читать онлайн книгу.1 Subscript Baseline equals Start 5 By 1 Matrix 1st Row bold g ring bold f Superscript 0 Baseline 2nd Row bold g ring bold f Superscript 1 Baseline 3rd Row bold g ring bold f squared 4th Row vertical-ellipsis 5th Row bold g ring bold f Superscript n minus 1 Baseline EndMatrix Subscript bold x 0 comma bold u Sub Subscript 0 colon n minus 1 Subscript Baseline period"/>
Similar to the continuous‐time case, the system of nonlinear difference equations in (2.82) can be linearized about the initial state
1 for .
2 The following observability matrix is full rank:(2.83)
where
(2.84)
The observability matrix for discrete‐time linear systems (2.22) is a special case of the observability matrix for discrete‐time nonlinear systems (2.83). In other words, if
2.6.3 Discretization of Nonlinear Systems
Unlike linear systems, there is not a general functional representation for discrete‐time equivalents of continuous‐time nonlinear systems. One approach is to find a discrete‐time equivalent for the perturbed state‐space model of the nonlinear system under study [19]. In this approach, first, we need to linearize the nonlinear system in (2.61) and (2.62) about nominal values of state and input vectors, denoted by
(2.85)
(2.86)
(2.87)
Since input is usually derived from a feedback control law, it may be a function of the state,
where