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<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01//EN" "http://www.w3.org/TR/html4/strict.dtd"> <html> <head> <title>page_138</title> <link rel="stylesheet" href="reset.css" type="text/css" media="all"> <meta http-equiv="Content-Type" content="text/html; charset=UTF-8" /> </head> <body> <table summary="top nav" border="0" width="100%"> <tr> <td align="left" width="30%" style="background: #EEF3E2"><a style="color: blue; font-size: 120%; font-weight: bold; text-decoration: none; font-family: verdana;" href="page_137.html">< previous page</a></td> <td id="ebook_previous" align="center" width="40%" style="background: #EEF3E2"><strong style="color: #2F4F4F; font-size: 120%;">page_138</strong></td> <td align="right" width="30%" style="background: #EEF3E2"><a style="color: blue; font-size: 120%; font-weight: bold; text-decoration: none; font-family: verdana;" href="page_139.html">next page ></a></td> </tr> <tr> <td id="ebook_page" align="left" colspan="3" style="background: #ffffff; padding: 20px;"> <table border="0" width="100%" cellpadding="0"><tr><td align="center"> <table border="0" cellpadding="2" cellspacing="0" width="100%"><tr><td align="left"></td> <td align="right"></td> </tr></table></td></tr><tr><td align="left"><p></p><table border="0" cellspacing="0" cellpadding="0" width="100%"><tr><td align="right"><font face="Times New Roman, Times, Serif" size="2" color="#FF0000">Page 138</font></td></tr></table><table cellpadding="0" cellspacing="0" border="0" width="100%"><tr><td height="12"></td></tr><tr><td><table cellspacing="0" width="535" cellpadding="4"><tr><td colspan="2" valign="top"><font face="Times New Roman, Times, Serif" size="2">Table 4.6 Linearized Kalman Filter Equations</font></td></tr><tr><td valign="top"><font face="Times New Roman, Times, Serif" size="2">Off-line calculations</font></td><td valign="top"><font face="Times New Roman, Times, Serif" size="3"><img src="c97aef261f125ccd486c9c0ad4a5914f.gif" border="0" alt="0138-01.GIF" width="357" height="203" /></font></td></tr><tr><td valign="top"><font face="Times New Roman, Times, Serif" size="2">Initialization</font></td><td valign="top"><font face="Times New Roman, Times, Serif" size="3"><img src="f201a974ab1658235b5aed4b70fcc16b.gif" border="0" alt="0138-02.GIF" width="158" height="48" /></font></td></tr><tr><td valign="top"><font face="Times New Roman, Times, Serif" size="2">Measurement update</font></td><td valign="top"><font face="Times New Roman, Times, Serif" size="3"><img src="491fa2ca5a454904b53c8ee53b4cfef6.gif" border="0" alt="0138-03.GIF" width="312" height="73" /></font></td></tr><tr><td valign="top"><font face="Times New Roman, Times, Serif" size="2">Time propagation</font></td><td valign="top"></td></tr></table></td></tr></table><br /><table border="0" cellspacing="0" cellpadding="0"><tr><td rowspan="5"></td> <td colspan="3" height="12"></td> <td rowspan="5"></td></tr><tr><td colspan="3"></td></tr><tr><td></td> <td><font face="Times New Roman, Times, Serif" size="3">error between the actual and the prespecified nominal trajectories. A control law can be designed to attempt to drive this error toward zero.</font></td><td></td></tr><tr><td colspan="3"></td></tr><tr><td colspan="3" height="1"></td></tr></table><table border="0" cellspacing="0" cellpadding="0"><tr><td rowspan="5"></td> <td colspan="3" height="12"></td> <td rowspan="5"></td></tr><tr><td colspan="3"></td></tr><tr><td></td> <td><font face="Times New Roman, Times, Serif" size="3">4.7.5.2<br />Extended Kalman Filter</font></td><td></td></tr><tr><td colspan="3"></td></tr><tr><td colspan="3" height="1"></td></tr></table><table border="0" cellspacing="0" cellpadding="0"><tr><td rowspan="5"></td> <td colspan="3" height="12"></td> <td rowspan="5"></td></tr><tr><td colspan="3"></td></tr><tr><td></td> <td><font face="Times New Roman, Times, Serif" size="3">The nominal trajectory could also be defined to be equal to the estimated trajectory, <img src="7c2670d2d81eeb7e5d4cb17bf68880a4.gif" border="0" alt="C0138-01.GIF" width="61" height="15" />. In this case, the state-estimation gain vector K (which is a function of <img src="da3797fbcf81a19464a61a2b37db2ead.gif" border="0" alt="XMACRON.GIF" width="15" height="17" />) will be a function of the stochastic process <img src="b5f6c1c19e310e7ad4e2624ccd5dd628.gif" border="0" alt="C0138-02.GIF" width="25" height="15" />. Therefore the gain vector is a stochastic process. As long as the state is observable from the measurements, then (1) the state estimate should be near the actual state, (2) the linearization should be accurate, and (3) the performance will be good. If, however, the estimate is far from the actual state,</font><font face="Times New Roman, Times, Serif" size="3" color="#FFFF00"></font></td><td></td></tr><tr><td colspan="3"></td></tr><tr><td colspan="3" height="1"></td></tr></table><table cellpadding="0" cellspacing="0" border="0" width="100%"><tr><td height="12"></td></tr><tr><td><table cellspacing="0" width="535" cellpadding="4"><tr><td colspan="2" valign="top"><font face="Times New Roman, Times, Serif" size="2">Table 4.7 Extended Kalman Filter</font></td></tr><tr><td valign="top"><font face="Times New Roman, Times, Serif" size="2">Initialization</font></td><td valign="top"><font face="Times New Roman, Times, Serif" size="3"><img src="241fd1dde002591bf96a7b589c0a8d23.gif" border="0" alt="0138-04.GIF" width="159" height="47" /></font></td></tr><tr><td valign="top"><font face="Times New Roman, Times, Serif" size="2">Measurement update</font></td><td valign="top"><font face="Times New Roman, Times, Serif" size="3"><img src="7411347ea68a095cd960d6e0b6d1f8e9.gif" border="0" alt="0138-05.GIF" width="351" height="102" /></font></td></tr><tr><td valign="top"><font face="Times New Roman, Times, Serif" size="2">Time propagation</font></td><td valign="top"><font face="Times New Roman, Times, Serif" size="3"><img src="bf8d71f2a44a69ceab32c5c247f47e81.gif" border="0" alt="0138-06.GIF" width="442" height="51" /></font></td></tr><tr><td valign="top"><font face="Times New Roman, Times, Serif" size="2">Definitions</font></td><td valign="top"><font face="Times New Roman, Times, Serif" size="3"><img src="71f8cc0e712b9f41c6f675b4a06c9009.gif" border="0" alt="0138-07.GIF" width="254" height="68" /></font></td></tr></table></td></tr></table><br /></td></tr></table><p><font size="0"></font></p>聽 </td> </tr> <tr> <td align="left" width="30%" style="background: #EEF3E2"><a style="color: blue; font-size: 120%; font-weight: bold; text-decoration: none; font-family: verdana;" href="page_137.html">< previous page</a></td> <td id="ebook_next" align="center" width="40%" style="background: #EEF3E2"><strong style="color: #2F4F4F; font-size: 120%;">page_138</strong></td> <td align="right" width="30%" style="background: #EEF3E2"><a style="color: blue; font-size: 120%; font-weight: bold; text-decoration: none; font-family: verdana;" href="page_139.html">next page ></a></td> </tr> </table> </body> </html>
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