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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_130</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_129.html">&lt;&nbsp;previous page</a></td>				<td id="ebook_previous" align="center" width="40%" style="background: #EEF3E2"><strong style="color: #2F4F4F; font-size: 120%;">page_130</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_131.html">next page&nbsp;&gt;</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 130</font></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">4.7.1.1<br />Broadband Noise</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">Consider a driving noise that is modeled as a Gauss-Markov process. If the process PSD is flat at low frequencies and rolls off at frequencies sufficiently higher than the bandwidth of the process it excites, then the corresponding process model can be replaced with white driving noise with a PSD matching that of the Gauss-Markov process at low frequencies.</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"><img src="f7703d30723feae8ee39d997c6419c20.gif" border="0" width="24" height="1" alt="f7703d30723feae8ee39d997c6419c20.gif" /></td>  <td colspan="3" height="12"></td>  <td rowspan="5"><img src="f7703d30723feae8ee39d997c6419c20.gif" border="0" width="24" height="1" alt="f7703d30723feae8ee39d997c6419c20.gif" /></td></tr><tr><td colspan="3"></td></tr><tr><td></td>  <td><font face="Times New Roman, Times, Serif" size="2">Example Consider the Gauss-Markov process,</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"><img src="f7703d30723feae8ee39d997c6419c20.gif" border="0" width="24" height="1" alt="f7703d30723feae8ee39d997c6419c20.gif" /></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"><img src="4de6bcb7053b0e1090fcbb91672703f4.gif" border="0" alt="0130-01.GIF" width="353" height="16" /></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"><img src="f7703d30723feae8ee39d997c6419c20.gif" border="0" width="24" height="1" alt="f7703d30723feae8ee39d997c6419c20.gif" /></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"><img src="28e8b1806bcbd3771a88df102d031091.gif" border="0" alt="0130-02.GIF" width="353" height="14" /></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"><img src="f7703d30723feae8ee39d997c6419c20.gif" border="0" width="24" height="1" alt="f7703d30723feae8ee39d997c6419c20.gif" /></td>  <td colspan="3" height="12"></td>  <td rowspan="5"><img src="f7703d30723feae8ee39d997c6419c20.gif" border="0" width="24" height="1" alt="f7703d30723feae8ee39d997c6419c20.gif" /></td></tr><tr><td colspan="3"></td></tr><tr><td></td>  <td><font face="Times New Roman, Times, Serif" size="2">that has a PSD defined by</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"><img src="f7703d30723feae8ee39d997c6419c20.gif" border="0" width="24" height="1" alt="f7703d30723feae8ee39d997c6419c20.gif" /></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"><img src="f03e9b9dd2b9a4a830f262cf5adf93b7.gif" border="0" alt="0130-03.GIF" width="289" height="31" /></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"><img src="f7703d30723feae8ee39d997c6419c20.gif" border="0" width="24" height="1" alt="f7703d30723feae8ee39d997c6419c20.gif" /></td>  <td colspan="3" height="12"></td>  <td rowspan="5"><img src="f7703d30723feae8ee39d997c6419c20.gif" border="0" width="24" height="1" alt="f7703d30723feae8ee39d997c6419c20.gif" /></td></tr><tr><td colspan="3"></td></tr><tr><td></td>  <td><font face="Times New Roman, Times, Serif" size="2">If <i>y</i>(<i>t</i>) is driving a low-pass system with a bandwidth much less than </font><font face="Symbol" size="2">b</font><font face="Times New Roman, Times, Serif" size="2"> rad/s, then the driving noise can be replaced by a white-noise process <img src="18a9c3b198124b85e0e40d93a564148d.gif" border="0" alt="C0130-01.GIF" width="54" height="14" /> where var <img src="4380d1476e8d3a7f176ae8ea9a6a9738.gif" border="0" alt="C0130-02.GIF" width="100" height="25" />. To be equivalent at low frequencies, it is necessary that</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"><img src="f7703d30723feae8ee39d997c6419c20.gif" border="0" width="24" height="1" alt="f7703d30723feae8ee39d997c6419c20.gif" /></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"><img src="c7f70bef879b502fe194c25edb94fb3f.gif" border="0" alt="0130-04.GIF" width="63" height="31" /></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">In general, if a wideband Gauss-Markov noise process is driving a narrow-band process, it may be possible to find a lower-state-dimension driving-noise process that closely matches the PSD of the actual driving noise on the frequency range of interest.</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">4.7.1.2<br />Unobservable States</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">When two states have the same dynamics and affect the output and other states in identical manners, they can be combined. In addition, unobservable (or weakly observable) states can be considered for removal or combination with other states.</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"><img src="f7703d30723feae8ee39d997c6419c20.gif" border="0" width="24" height="1" alt="f7703d30723feae8ee39d997c6419c20.gif" /></td>  <td colspan="3" height="12"></td>  <td rowspan="5"><img src="f7703d30723feae8ee39d997c6419c20.gif" border="0" width="24" height="1" alt="f7703d30723feae8ee39d997c6419c20.gif" /></td></tr><tr><td colspan="3"></td></tr><tr><td></td>  <td><font face="Times New Roman, Times, Serif" size="2">Example An accelerometer bias is modeled as a random walk plus a random bias:</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"><img src="f7703d30723feae8ee39d997c6419c20.gif" border="0" width="24" height="1" alt="f7703d30723feae8ee39d997c6419c20.gif" /></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"><img src="86e30b43896800527298aee6f8eea0db.gif" border="0" alt="0130-05.GIF" width="291" height="18" /></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"><img src="f7703d30723feae8ee39d997c6419c20.gif" border="0" width="24" height="1" alt="f7703d30723feae8ee39d997c6419c20.gif" /></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"><img src="3d07ef0976414e9775760e32efb4bf03.gif" border="0" alt="0130-06.GIF" width="328" height="40" /></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"><img src="f7703d30723feae8ee39d997c6419c20.gif" border="0" width="24" height="1" alt="f7703d30723feae8ee39d997c6419c20.gif" /></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"><img src="6dce2ced82e2c2e94caebcb59a0be8ae.gif" border="0" alt="0130-07.GIF" width="309" height="32" /></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"><img src="f7703d30723feae8ee39d997c6419c20.gif" border="0" width="24" height="1" alt="f7703d30723feae8ee39d997c6419c20.gif" /></td>  <td colspan="3" height="12"></td>  <td rowspan="5"><img src="f7703d30723feae8ee39d997c6419c20.gif" border="0" width="24" height="1" alt="f7703d30723feae8ee39d997c6419c20.gif" /></td></tr><tr><td colspan="3"></td></tr><tr><td></td>  <td><font face="Times New Roman, Times, Serif" size="2">Without any loss in performance, the accelerometer error model can be represented</font><font face="Times New Roman, Times, Serif" size="2" color="#FFFF00"></font></td><td></td></tr><tr><td colspan="3"></td></tr><tr><td colspan="3" height="1"></td></tr></table></td></tr></table><p><font size="0"></font></p>  </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_129.html">&lt;&nbsp;previous page</a></td>				<td id="ebook_next" align="center" width="40%" style="background: #EEF3E2"><strong style="color: #2F4F4F; font-size: 120%;">page_130</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_131.html">next page&nbsp;&gt;</a></td>			</tr>		</table>		</body>	</html>

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