Ask Question, Ask an Expert

+1-415-315-9853

info@mywordsolution.com

Ask Electrical & Electronics Expert

Implementing Kalman fillter

Suppose xi is a state-scalar that admits the following recursion (so-called the first-order Gauss-Markov process):

                 xi+1 = 0.9xi + ni
where the process noise ni is a zero-mean Gaussian random variable with variance Qi = 1. We assume the initial state x0 is also a zero-mean Gaussian random variable with variance π0 = 1. Also, assume the scalar observation yi and xi ts the following linear model:
                  yi = xi + vi
where the measurement noise vi is a zero-mean Gaussian random variable with variance Ri. Assume

E(ninj*)= δij , E(vivj*)=Riδij , E(nivj*) = 0, E(nix0*) = 0, E(vix0*) = 0.

For (i) Ri = (0:9)i, (ii)Ri = 1, (iii)Ri = (1.1)i do the following and describe your results.

1. Plot πi = E(xixi) for i = 0; 1,....,200.

2. Plot the gains Kp,i and Kf,i for i = 0; 1,...., 200.

3. Plot Re,i = E(eiei); Pi|i = E(x~i|i x~i|i), Pi+1|i = E(x~i+1|i x~i+1|i), ∑i for i = 0; 1,....,200.

Electrical & Electronics, Engineering

  • Category:- Electrical & Electronics
  • Reference No.:- M9758

Have any Question? 


Related Questions in Electrical & Electronics

You are to size a grid-connected south-facing pv system for

You are to size a grid-connected south-facing PV system for Las Vegas to deliver 4000 kWh/yr. Use a tilt equal to latitude minus 15°. a. What should be the ac-rated power of the PV/inverter system? b. What temperature de ...

1 explain how a 1 bit 4-to-1 mux can calculate any binary

1. Explain how a 1 bit 4-to-1 MUX can calculate any binary Boolean function. Because the MUX can calculate the result of any Boolean function, we call the MUX a univeral operation. 2. In Logism implement an 8 bit 4-to-1 ...

1 discuss the general solutions for the line voltage and

1. Discuss the general solutions for the line voltage and current in time-domain and the notation associated with their representation in concise form. 2. What is the fundamental distinction between the occurrence of the ...

1 for an open-circuited line what would be the boundary

1. For an open-circuited line, what would be the boundary condition to be satisfied at the open circuit? 2. What is a standing wave? How do complete standing waves arise? Discuss their characteristics and give an example ...

1 in an impulse invariance design show that if has is a

1. In an impulse invariance design, show that if Ha(s) is a transfer function of a stable system, the corresponding H[z] is also a transfer function of a stable system. 2. First-order backward differences provide the tra ...

1 explain why rtp cannot be used as a transport-layer

1. Explain why RTP cannot be used as a transport-layer protocol without being run on the top of another transport-layer protocol such as UDP. 2. Both TCP and RTP use sequence numbers. Do sequence numbers in these two pro ...

1 assume alice needs to send a confidential signed document

1. Assume Alice needs to send a confidential signed document to 100 people. How many keys does Alice need to use to prepare 100 copies if she uses asymmetric-key confidentiality? Explain. 2. In a club with 50 members, ho ...

1 the functional frequency n of a stretched string is a

1. The functional frequency n of a stretched string is a function of the string length L, its diameter D, the mass density r, and the applied tensile force T. Suggest a set of dimensionless parameters relating these vari ...

Calculate the approximate diameter and length of stator

Calculate the approximate diameter and length of stator core, the number of stator slots and the number of conductors for a 20KW,400V,3 phase,4pole,1200rpm,delta connected induction motor. Bav=0.5T, Kw=0.82, ac=26000amp. ...

1 explain why private-public keys cannot be used in

1. Explain why private-public keys cannot be used in creating a MAC. 2. The nonce in Figure 31.22 is to prevent a replay of the third message. Eve cannot replay the third message and pretend that it is a new request from ...

  • 4,153,160 Questions Asked
  • 13,132 Experts
  • 2,558,936 Questions Answered

Ask Experts for help!!

Looking for Assignment Help?

Start excelling in your Courses, Get help with Assignment

Write us your full requirement for evaluation and you will receive response within 20 minutes turnaround time.

Ask Now Help with Problems, Get a Best Answer

Section onea in an atwood machine suppose two objects of

SECTION ONE (a) In an Atwood Machine, suppose two objects of unequal mass are hung vertically over a frictionless

Part 1you work in hr for a company that operates a factory

Part 1: You work in HR for a company that operates a factory manufacturing fiberglass. There are several hundred empl

Details on advanced accounting paperthis paper is intended

DETAILS ON ADVANCED ACCOUNTING PAPER This paper is intended for students to apply the theoretical knowledge around ac

Create a provider database and related reports and queries

Create a provider database and related reports and queries to capture contact information for potential PC component pro

Describe what you learned about the impact of economic

Describe what you learned about the impact of economic, social, and demographic trends affecting the US labor environmen