The problem of minimum variance discrete-time state estimation of a continuous-time double integrator via noisy continuous-time measurements is considered. The error covariance matrices of this estimation are calculated and analyzed. The relations between these covariance matrices and the error covariance matrix of the optimal continuous-time filter are obtained, and a way for determining the required sampling period is proposed. A commonly used approximated model is investigated; it is shown to be inappropriate unless a specific improvement is introduced in the model.<>


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    Title :

    Discrete-time state estimation of analog double integrators


    Contributors:
    Shats, S. (author) / Bobrovsky, B.Z. (author) / Shaked, U. (author)


    Publication date :

    1988-11-01


    Size :

    562936 byte




    Type of media :

    Article (Journal)


    Type of material :

    Electronic Resource


    Language :

    English



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