I have found the definition of the following formulas in a paper regarding active vibration control, where they are called sine and cosine modulated integrals.

$y$ is measurement signal with a strong periodic component of frequency $N\Omega$



where $\phi=\Omega t$.

From these the vector $y_N^{(i)}$ is defined as $y_N^{(i)} = \begin{bmatrix} y_{Nc}^{(1)}\\ y_{Ns}^{(1)}\\\vdots\end{bmatrix}$

The same is done for the control input(s) $u$. Then a quadratic cost function to be minimised at each step is defined using these newly introduced signals in this way:

$J(k) = y^T_NQy_N+u^T_NRu_N $ where $Q$ and $R$ are just two weighing matrices.

Are they introduced to consider the sine and cosine components at the considered frequency of the signal?

Can someone explain their meaning and why are they introduced? Here the link for the paper

Another question: suppose I have the value $y_N$: how can I invert the relationship to get $y^{(i)}$

Here the link for the paper.

  • $\begingroup$ You would need to give more context for us to know why they were introduced. $\endgroup$ – Jim Clay Jul 31 '14 at 14:50
  • $\begingroup$ Usually it is a good idea to include the paper during it's citation. $\endgroup$ – jojek Jul 31 '14 at 14:59
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    $\begingroup$ I modified the question explaining a little better the context and including the link for the paper. I hope my question is clearer. $\endgroup$ – Francesco Boi Aug 3 '14 at 14:17
  • $\begingroup$ Are you familiar with Fourier series? $\endgroup$ – Batman Aug 4 '14 at 7:07
  • $\begingroup$ yes, they seem to be the coefficients of the sine and cosine components at the considered frequency. $\endgroup$ – Francesco Boi Aug 4 '14 at 14:26

As someone made me notice in the comments, the integrals are just the coefficients of the Fourier Series for that frequency component (when the series is expressed with the cosine and sine parts separately).

The integral is performed on a period much bigger then the period corresponding to the frequency of the disturbance so that a better averaged is obtained.

To get back the signal in the time domain it is sufficient to multiply the two components by the cosine and sine respectively. Of course in this way the signal has only one frequency component.


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