Skip to main content
11 events
when toggle format what by license comment
Jan 10, 2022 at 20:41 comment added TimWescott I think you'd find that you'd just need to change the state evolution matrix ($\mathbf A$) and possibly the input matrix, but not the output matrix. And, depending on the eigenvalues of $\mathbf A_c$, you may be able to use $\mathbf A \simeq I + \Delta t \mathbf A$ instead of the matrix exponential.
Jan 10, 2022 at 19:25 comment added fpf3 @TimWescott Maybe I could take Δt as a parameter to my model. If I model it as e^(A_c Δt) instead of just A, perhaps it just "goes away". I think I would have to also modify my input and output matrices... hmm... probably too convoluted
Jan 10, 2022 at 19:06 comment added fpf3 I'm curious about both cases, but the real-life problem that led me to post this is one where I can measure the current Δt_k, yes.
Jan 10, 2022 at 19:01 comment added TimWescott I just realized something -- is the sampling error unknown, or is your sampling interval randomly varying but known at the point of sampling? If the latter, then you could do much better than by modeling it as an unknown variation.
Jan 10, 2022 at 18:42 vote accept fpf3
Jan 10, 2022 at 18:36 comment added fpf3 thanks, marcus :)
Jan 10, 2022 at 9:19 comment added Marcus Müller I do like your user logo :)
Jan 9, 2022 at 3:20 history edited fpf3 CC BY-SA 4.0
added 11 characters in body
Jan 9, 2022 at 1:36 answer added TimWescott timeline score: 2
S Jan 9, 2022 at 0:22 review First questions
Jan 9, 2022 at 0:42
S Jan 9, 2022 at 0:22 history asked fpf3 CC BY-SA 4.0