discrete time fourier series examples ppt

... matrices S t (j)=  P t−j,t/t C t T −δ 0,j H t R t  C t −1 ( j = 0, 1, ···, L − 1 ) , (82) 65 New Smoothers for Discrete- time Linear Stochastic Systems with Unknown Disturbances Discrete Time Systems 52 Chang, K. C.; Tian, Z. & Saha, R. ... filter reaches its steady state. In this case, the EC P is given by (13). Now, 74 Discrete Time Systems Discrete Time Systems 50 This completes the proof of Theorem 2. Proof of Theorem 3 a., ... matrix. 55 New Smoothers for Discrete- time Linear Stochastic Systems with Unknown Disturbances This chapter investigates the behavior of the Kalman filter for discrete- time linear systems whose output...

Ngày tải lên: 20/06/2014, 01:20

... as P k+1|k =  P 11,k+1|k P 12,k+1|k P T 12,k +1|k P 22,k+1|k  , (50) 101 Kalman Filtering for Discrete Time Uncertain Systems Kalman Filtering for Discrete Time Uncertain Systems 15 above its error variance prediction, i.e., ... concentration of a given medicine in his patient. Kalman Filtering for Discrete Time Uncertain Systems 6 12 Discrete Time Systems Using (74), we can simplify the expressions for Φ ∗ k , K ∗ k and ... E  e (j) i,k  2 , (81) E  e (j) i,k  ≈ 1 N N ∑ j=1 e (j) i,k , (82) 104 Discrete Time Systems Kalman Filtering for Discrete Time Uncertain Systems 13 Step 0 (Initial conditions):  x 0|−1 = x 0 and...

Ngày tải lên: 20/06/2014, 01:20

... the discrete time Riccati equation (7), then it also is a stabilizing solution to the discrete time Riccati inequality (6). According to the concept of stabilizing solution of discrete time ... will consider two discrete time mixed LQR/ H ∞ control problems. One is the discrete time state feedback mixed LQR/ H ∞ control problem, another is the non-fragile discrete time state feedback ... Feedback Control of Discrete- time LTI Systems: Scaling LMI Approaches Discrete Time Systems 140 Fig. 1. Responses of the system for nonlinear descriptor system in discrete time 7. References...

Ngày tải lên: 20/06/2014, 01:20

... a discrete time Riccati equation, we derive the simple approach to discrete time state feedback mixed LQR/ H ∞ control problem by combining the Lyapunov method for proving the discrete time ... for uncertain discrete- time systems with time- varying delays have given in the literature. In this paper, we consider the stabilization for a nominal discrete- time system with time- varying delay ... to delay-dependent H ∞ control of discrete- time systems with time- varying delay, International Journal of Robust and Nonlinear Control, Vol.18, 630-647. 194 Discrete Time Systems a Lyapunov function...

Ngày tải lên: 20/06/2014, 01:20

... continuous time dynamics of the system into a discrete- time model. The ODEs in (1)-(2) can be described in a compact form by ˙v = M −1 p[η,v]+ M −1 τ (10) ˙η = q[η,v], (11) 258 Discrete Time Systems 5.6 ... consensus problems for discrete- time multi-agent systems with switching topology and time- varying delays have been presented by using matrix theories. In Moreau (2005), a discrete- time network model of ... in sequences, in matrices or sample -time points. In time sequences, one will distinguish between a prediction x n+1 at time t n from a sample x[t n ]=x t n at sample time t n . Often we apply the notation...

Ngày tải lên: 20/06/2014, 01:20

... Hence, the grey discrete time system (1) is asymptotically stable by Lemma 2.1. 3. Grey discrete time systems with time- delay Considering the grey discrete time system with a time- delay as follows: ... the grey discrete time time-delay systems. The proposed examples clearly demonstrate that the criteria presented in this paper for the stability of grey discrete time systems with time- delay ... Lemma 2.1, the grey discrete time with a time- delay system (13) is asymptotically stable. 4. llustrative examples Example 4.1 Consider the stability of grey discrete time system (1) as follows:...

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... assets. Their initial prices at time t = 0 areknown, theirfuture pricesat timet = 1 aredescribed asrandom variables onsome probability space. Trading takes place at time t = 0. Already in this simple ... one-period model, these assets are priced at the initial time t = 0 and at the final time t = 1. We assume that the i th asset is available at time 0 for a price π i ≥ 0. The collection π = (π 0 ,π 1 , ... investor at time t = 0 will also depend on the information available at time 0. Thus, we assume that ξ = (ξ 0 ,ξ 1 , ,ξ d ) is an F 0 -measurable random vector. The asset prices observed at time t...

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