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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_78</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_77.html">< previous page</a></td> <td id="ebook_previous" align="center" width="40%" style="background: #EEF3E2"><strong style="color: #2F4F4F; font-size: 120%;">page_78</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_79.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 78</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">set of techniques is presented that allows the error terms </font><font face="Symbol" size="3"><i>脦</i></font><font face="Times New Roman, Times, Serif" size="3"> and </font><font face="Symbol" size="3"><i>m</i></font><font face="Times New Roman, Times, Serif" size="3"> to be modeled as the linear dynamic systems</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"><img src="0cd9b96627fc7e6c969bd2ce82d73d25.gif" border="0" alt="0078-01.GIF" width="333" height="19" /></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"><img src="beccfcc28452e36788a87ee4e26660a5.gif" border="0" alt="0078-02.GIF" width="326" 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"></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">and</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"><img src="730f170f8c2b4689558887904cf4f959.gif" border="0" alt="0078-03.GIF" width="339" height="21" /></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"><img src="06b958c42c63cfcc4bc064d435373861.gif" border="0" alt="0078-04.GIF" width="335" height="24" /></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">driven by the noise processes </font><font face="Symbol" size="3"><i>w</i></font><i><font face="Symbol" size="1"><sub>脦</sub></font></i><font face="Symbol" size="1"><sub></sub></font><font face="Times New Roman, Times, Serif" size="3">(<i>t</i>), </font><font face="Symbol" size="3">n</font><font face="Symbol" size="1"><sub><i>脦</i></sub></font><font face="Times New Roman, Times, Serif" size="3">, </font><font face="Symbol" size="3"><i>w</i></font><font face="Symbol" size="1"><sub>m</sub></font><font face="Times New Roman, Times, Serif" size="3">(<i>t</i>), and </font><font face="Symbol" size="3"><i>n</i></font><font face="Symbol" size="1"><sub>m</sub></font><font face="Times New Roman, Times, Serif" size="3">, which can be accurately modeled as white-noise processes. By the process of <i>state augmentation</i>, Eqs. (3.99) and (3.104) can be combined into the state-space error model,</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"><img src="3f30b81545b203f069af74f849919a50.gif" border="0" alt="0078-05.GIF" width="457" height="22" /></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"><img src="72d7ba822732429dadf67946c5b02a85.gif" border="0" alt="0078-06.GIF" width="422" height="85" /></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">which is driven only by white-noise processes. In these equations, the augmented state is defined as x</font><font face="Times New Roman, Times, Serif" size="1"><sub><i>a</i></sub></font><font face="Times New Roman, Times, Serif" size="3"> = [x</font><font face="Times New Roman, Times, Serif" size="1"><sub><i>n</i></sub></font><font face="Times New Roman, Times, Serif" size="3">, x</font><font face="Symbol" size="1"><sub><i>脦</i></sub></font><font face="Times New Roman, Times, Serif" size="3">, x</font><font face="Symbol" size="1"><sub>m</sub></font><font face="Times New Roman, Times, Serif" size="3">]</font><font face="Times New Roman, Times, Serif" size="2"><sup><i>T</i></sup></font><font face="Times New Roman, Times, Serif" size="3">. The measurements of the augmented system are modeled as</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"><img src="7a204d05b12b36d19e2ebbdeae067105.gif" border="0" alt="0078-07.GIF" width="351" height="19" /></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"><img src="3d2149f6d4eab51691424016ba327e9a.gif" border="0" alt="0078-08.GIF" width="323" height="20" /></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">which are corrupted only by additive white 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">For the state-augmented model to be an accurate characterization of the actual system, the state-space parameters (F, G, H) corresponding to the appended error models and the statistics of the driving noise processes must be accurately specified. Detailed examples of augmented-state models are presented in Sec. 3.4.2, which also discusses several basic building blocks of the state-augmentation 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"></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"><i>3.4.2<br />Gauss-Markov Processes</i></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">For either of Eqs. (3.90) or (3.91), if both w and v are Gaussian random processes, then the system is referred to as a <i>Gauss-Markov process</i> [74]. Since any linear operation performed on a Gaussian random variable results in a Gaussian random variable, the state x and system output <i>y</i>(<i>t</i>) will be Gaussian</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></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_77.html">< previous page</a></td> <td id="ebook_next" align="center" width="40%" style="background: #EEF3E2"><strong style="color: #2F4F4F; font-size: 120%;">page_78</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_79.html">next page ></a></td> </tr> </table> </body> </html>⌨️ 快捷键说明
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