Lọc Kalman - lý thuyết và thực hành bằng cách sử dụng MATLAB (P4)
Lọc Kalman - lý thuyết và thực hành bằng cách sử dụng MATLAB (P4)
CHAPTER FOCUS Estimation Problem This is the problem of estimating the state of a linear stochastic system by using measurements that are linear functions of the state. We suppose that stochastic systems can be represented by the types of plant and measurement models (for continuous and discrete time) shown as Equations 4.1±4.5 in Table 4.1, with dimensions of the vector and matrix quantities as shown in Table 4.2.