Open AccessDOI
Connection between continuous and discrete Riccati equations with applications to kalman filtering
Mario E. Salgado,Richard H. Middleton,Graham C. Goodwin +2 more
- Vol. 135, Iss: 1, pp 28-34
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TLDR
In this article, the relationship between the continuous-time Riccati equation and the corresponding discrete-time equation with fast sampling has been explored and the interconnection is established by formulating the discrete case using delta operators.Abstract:
The aim of the paper is to explore the relationship between the continuous-time Riccati equation and the corresponding discrete-time equation with fast sampling. The interconnection is established by formulating the discrete case using delta operators. The application of these results to the Kalman filtering problem highlights the importance of analogue prefiltering in the sampling process. A secondary benefit arising from the use of the delta operator is that improved numerical behaviour is obtained for solution algorithms, compared with that obtainable with the usual shift operator.read more
Citations
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High-speed digital signal processing and control
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Resilient Control of Wireless Networked Control System Under Denial-of-Service Attacks: A Cross-Layer Design Approach
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Journal ArticleDOI
Sampling and Sampled-Data Models: The Interface Between the Continuous World and Digital Algorithms
TL;DR: The interaction between sampling and the behavior of continuous-time systems is an important ingredient in all real-world signals and systems problems.
Journal ArticleDOI
A Levinson-type algorithm for modeling fast-sampled data
TL;DR: In this article, an alternative model based on an incremental difference operator, rather than the shift operator, was developed for modeling series obtained by sampling continuous-time processes at fairly rapid rates.
Proceedings ArticleDOI
Sampling and sampled-data models
TL;DR: It is argued that careful consideration must be given to sampling to obtain meaningful results when interconnecting a physical system to a computer for the purpose of data storage, signal processing, or control.
References
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Applied Optimal Estimation
TL;DR: This is the first book on the optimal estimation that places its major emphasis on practical applications, treating the subject more from an engineering than a mathematical orientation, and the theory and practice of optimal estimation is presented.
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Adaptive filtering prediction and control
Graham C. Goodwin,Kwai Sang Sin +1 more
TL;DR: This unified survey focuses on linear discrete-time systems and explores the natural extensions to nonlinear systems and summarizes the theoretical and practical aspects of a large class of adaptive algorithms.
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Introduction to matrix computations
TL;DR: Rounding-Error Analysis of Solution of Triangular Systems and of Gaussian Elimination.