Nonlinear Filters. Simon Haykin

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Nonlinear Filters - Simon  Haykin


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2nd Column bold 0 2nd Row 1st Column bold 0 2nd Column bold upper N overbar EndMatrix comma"/>

      where bold upper W is an invertible matrix. Then, we have:

      (3.51)bold upper N StartBinomialOrMatrix bold 0 Choose script upper J Subscript script l minus 1 Baseline EndBinomialOrMatrix equals bold 0 period

      To choose bold upper W, note that:

      (3.52)StartLayout 1st Row 1st Column bold upper N script upper J Subscript script l 2nd Column equals bold upper N Start 2 By 2 Matrix 1st Row 1st Column bold upper D 2nd Column bold 0 2nd Row 1st Column script upper O Subscript script l minus 1 Baseline bold upper B 2nd Column script upper J Subscript script l minus 1 Baseline EndMatrix 2nd Row 1st Column Blank 2nd Column equals bold upper W Start 2 By 2 Matrix 1st Row 1st Column bold upper D 2nd Column bold 0 2nd Row 1st Column bold upper N overbar script upper O Subscript script l minus 1 Baseline bold upper B 2nd Column bold 0 EndMatrix period EndLayout

      (3.53)bold upper N script upper J Subscript script l Baseline equals Start 2 By 2 Matrix 1st Row 1st Column bold 0 2nd Column bold 0 2nd Row 1st Column bold upper I Subscript n Sub Subscript u Subscript Baseline 2nd Column bold 0 EndMatrix period

      Regarding (3.45), bold upper F can be expressed as:

      (3.54)StartLayout 1st Row 1st Column bold upper F 2nd Column equals ModifyingAbove bold upper F With Ì‚ bold upper N 2nd Row 1st Column Blank 2nd Column equals Start 1 By 2 Matrix 1st Row 1st Column ModifyingAbove bold upper F With Ì‚ Subscript 1 Baseline 2nd Column ModifyingAbove bold upper F With Ì‚ Subscript 2 Baseline EndMatrix bold upper N comma EndLayout

      where ModifyingAbove bold upper F With Ì‚ Subscript 2 has n Subscript y columns. Then, equation (3.45) leads to:

      (3.55)Start 1 By 2 Matrix 1st Row 1st Column ModifyingAbove bold upper F With Ì‚ Subscript 1 Baseline 2nd Column ModifyingAbove bold upper F With Ì‚ Subscript 2 Baseline EndMatrix Start 2 By 2 Matrix 1st Row 1st Column bold 0 2nd Column bold 0 2nd Row 1st Column bold upper I Subscript n Sub Subscript u Subscript Baseline 2nd Column bold 0 EndMatrix equals Start 1 By 2 Matrix 1st Row 1st Column bold upper B 2nd Column bold 0 EndMatrix period

      (3.56)bold upper E equals bold upper A minus bold upper F script upper O Subscript script l

      (3.57)equals bold upper A minus Start 1 By 2 Matrix 1st Row 1st Column ModifyingAbove bold upper F With Ì‚ Subscript 1 Baseline 2nd Column bold upper B EndMatrix bold upper N script upper O Subscript script l Baseline period

      Defining bold upper N script upper O Subscript script l Baseline equals StartBinomialOrMatrix bold upper S 1 Choose bold upper S 2 EndBinomialOrMatrix, where bold upper S 2 has n Subscript u rows, we obtain:

      (3.58)bold upper E equals left-parenthesis bold upper A minus bold upper B bold upper S 2 right-parenthesis minus ModifyingAbove bold upper F With Ì‚ Subscript 1 Baseline bold upper S 1 period

      Since bold upper E is required to be a stable matrix, the pair left-parenthesis bold upper A minus bold upper B bold upper S 2 comma bold upper S 1 right-parenthesis must be detectable [35].

      From (3.35) and (3.36), we have:

      Assuming that StartBinomialOrMatrix bold upper B Choose bold upper D EndBinomialOrMatrix has full column rank, there exists a matrix bold upper G such that:

      (3.61)ModifyingAbove bold u With Ì‚ Subscript k Baseline equals bold upper G StartBinomialOrMatrix ModifyingAbove bold x With Ì‚ Subscript k plus 1 Baseline minus bold upper A ModifyingAbove bold x With Ì‚ Subscript k Baseline Choose bold y Subscript k Baseline minus bold upper C ModifyingAbove bold x With Ì‚ Subscript k <hr><noindex><a href=Скачать книгу