Questions tagged [state-space]
The state-space tag has no usage guidance.
91
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2
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For continuous systems that in Quasi-static / Static Equilibrium are Memoryless?
A. BACKGROUND:
Apparently this question’s answer says this some static systems have memory especially those that hysteresis: Confusion about 'memoryless' meaning
So the word static to me ...
- 21
9
votes
2
answers
718
views
What sensors can be fused using the Kalman Filter framework
I was recently introduced to the concept of Kalman filtering in the context of projectile tracking. A classmate recommended this to me, and what intrigued me most was its ability to fuse different ...
- 223
3
votes
1
answer
53
views
Linear Time-Invariant system without State-space form
I would like to know whether there is any LTI system that does not have state-space representation, but do have a convolution representation. and vice-versa. Can you name some examples for me to ...
- 69
1
vote
1
answer
58
views
How does sampling jitter affect state estimation?
Suppose I have some process which is governed by:
$$ \vec{x_{k+1}} = A\vec{x_k} + B\vec{u_k} + w_k$$
where $u_k$ is the input, and $w_k$ is process disturbance.
This process is continuous time in ...
- 115
0
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0
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19
views
How to choose appropriate discretization method for the state estimator?
Let's say I have following open loop state estimator of a dynamic system in the continuous time domain
$$
\begin{bmatrix}
\frac{\mathrm{d}\hat{\psi}_{r_\alpha}}{\mathrm{d}t} \\
\frac{\mathrm{d}\hat{\...
- 231
0
votes
1
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38
views
How to check that the state observer works appropriately?
I have implemented a discrete state observer for a given dynamic system in continuous time domain in following form
$$\bar{\mathbf{x}}(k) = \mathbf{A}_d\cdot\hat{\mathbf{x}}(k-1) + \mathbf{B}_d\cdot \...
- 231
2
votes
0
answers
45
views
Mismatch between the frequency response of a transfer function and bode plot
I generate a state space model as follows (The details are not important. This part is used to get matrix A_xi and B_xi and the state space model is xi(k+1) = A_xi*xi(k)+B1_xi*u0(k); y(k) = x(k)):
<...
- 53
4
votes
1
answer
162
views
How to linearize this state space model and write it in discrete form?
This might not be trivial nor short so in advance thank you all who read this in attempt to help.
I'm building a Kalman filter in matlab and I'm fairly certain the software itself is working correctly ...
- 73
0
votes
1
answer
56
views
State-space model and/or TF for a $K$-th order linear system given the signal sequence
The discrete-time signal $x_n$ is a sum of $K$ discrete-time complex damped exponential:
\begin{equation}
x_n = \sum_{k=1}^{K} \underbrace{(a_k e^{j\phi_k})}_{c_k}
{\underbrace{e^{\{(- \...
- 69
1
vote
1
answer
201
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How to get state-space equations form from a block diagram?
This is the block diagram that I'd like to transform into a state-space representation, where u1 and u2 are inputs and y1 and y2 are the outputs of the system
I tried to place state variables on the ...
- 73
2
votes
2
answers
56
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Methods for time series estimation in time domain
I am trying to estimate the clean form of a time series, $u(t)$ that is corrupted by additive White Gaussian noise $w(t)$ at a particular SNR. The received signal is:
$$y(t) = u(t) + w(t)$$
My first ...
- 291
1
vote
1
answer
83
views
States transformation of the bilinear transform
I have used the bilinear (or tustin) transform for a while, have been though the derivation of it and also through the concept of frequency warping.
Something that I still not understand that is ...
- 13
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1
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23
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What does it mean for a transfer function to have multiple sets of zeros in the numerator?
I was looking at the source code for Matlab's tf2ss function and I noticed that it parses the numerator assuming that it is a matrix, not a vector. So I looked at ...
- 163
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0
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315
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Recursive Least Square For Filtering
I just started doing research on Recursive Least Square for filtering noises such as sensors and dc motors noises. The only thing I've seen on the internet was Theoretical information about RLS but ...
- 11
2
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0
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38
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State space representation using a given nilppotent matrix
I want to build a question on state space using a given, nilpotent matrix, $A$.
$$q[n+1]=Aq[n]+Bx[n]$$
$$y[n]=Cq[n]+Dx[n]$$
Usually, I am using the canonical form so there is no problem extracting $A,...
- 619
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1
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70
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Offline State Estimation
Imagine I have a nonlinear system:
$$
\frac{\text{d} x}{\text{d} t} = f(x,t)\\
y = g(x).
$$
I can design a nonlinear observer to estimate the state $x$ based on the measurements $y$. However, this ...
- 15
1
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0
answers
56
views
Augment State Space Model with Derivative of State
Problem
How do you augment a state space model with the derivative of a state? I know how to augment a state space model with the integral of a state by doing the following. Given a linear system
$$ \...
- 11
-1
votes
1
answer
157
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Simulate butterworth filter with initial condition of state vector in R
I'm working in R with the packages signal and control (don't know wether these are even the best for my use case).
I have a high ...
- 99
4
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2
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573
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State space physical meaning
Let $T(s)$ be a transfer function that describes a mechanical system, where the input is force and the output is position.
And let $[A,B,C,D]$ be the equivalent state-space representation of $T(s)$, ...
- 154
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1
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58
views
Why can't this system be adequately represented using a z-domain transfer function?
According to this question and answer the following system cannot be adequately captured by a z-transform transfer function.
$$y[n] = y[n-1] + F_{\psi}(y[n-1)) + F_{\phi}(x[n-1])$$
where $F_{\alpha}(z)...
- 123
2
votes
1
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88
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State-space filters in fixed-point?
I am having difficulties implementing state-space filters in (32-bit) fixed-point. This is because the coefficients have a huge dynamic range, for example (MATLAB code):
...
- 472
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0
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64
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Are there any State Space Control C libraries?
I'm searching for a C library which implements methods needed for state space control (e.g. state feedback controller and state observer equations).
Googling various terms only brought up a non-C (C# ?...
- 11
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votes
1
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41
views
Why is my MATLAB's bode plot wildly off?
I will give out all the details in case it is relevant. I have a MIMO state space system. I find its bode plot using MATLAB and separately using Mathematica. The plot from MATLAB is wildly off ...
- 103
1
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1
answer
265
views
How does Overlap-Add work for IIR filter?
So let's say I'm trying to implement something like an LPC vocoder. I analyse a speech signal by breaking it up in small chunks and determining their LPC coefficients, which are by design, the ...
- 129
4
votes
1
answer
161
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Application of UKF on quaternions
I'm trying to perform a state estimation on quaternions to predict the future orientation of a human head. The only sensor data I can obtain (from the AR headset) is the current orientation of the ...
- 377
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1
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364
views
Fundamental questions about state-space and Kalman filters
I am a dsp guy, I only did a minimum of control theory back in university. While trying to grok state space analysis and (discrete time) regular Kalman filters, I am hitting a few questions that ...
- 2,186
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3
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172
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System classification: unit-time delay
I'm reading a book on linear systems and I can't understand why the unit-time delay is a distributed system. This is the example given in the book:
I understand that the initial state of the system ...
- 111
1
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1
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63
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Got stack in calculating state-space representation
I got stack in the process of deriving a state-space representation of the following system:
There is an electrical oven described as follows:
control of the power supply $u$,
heating efficiency ...
- 25
1
vote
1
answer
94
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Is there any difference in Implementing sigma delta modulator using filters and state space model in FPGA?
Sigma delta modulation is extensively used in quantization to reduce quantization noise.
In the literature one can see different architecture for example python-deltasigma to implement a modulator. ...
- 591
4
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2
answers
685
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Kalman Filter EM Estimation of Covariances
The question might be very simple, but I get a strange result from Kalman Filter. Let us consider the simplest state-space model, the random walk plus noise:
$$
y_{t} = x_{t} + \varepsilon_{t}\\
x_{t} ...
- 171
3
votes
0
answers
303
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Converting an FIR Filter Model to a State Space Model for Kalman Filtering
I want to try and determine the true value of a quantity $\alpha[k]$ from observations of a related quantity $\vartheta[k]$ using a Kalman filter. The observations are of the following FIR filter form:...
- 29
1
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2
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74
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Equations for particle filter
The particle filter is based on the state and observation model equations
$x_{t+1}=f_t(x_t, v_t)$
$y_t=h_t(x_t, u_t)$
The idea is to randomly generate some particles then propagate them through the ...
- 2,762
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0
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618
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Derivation of ZOH Discretization
I'm trying to understand the derivation of the zero order hold discretization method, and I have a couple of questions about some of the steps.
I think I understand the first part, this is just the ...
- 191
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1
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142
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Continuous time double exponential filtering in state space form?
I'm trying to determine the continuous time formulation of the double exponential filter so that I can adapt it more flexibly for my particular problem.
Typically, this model is expressed as a pair ...
- 188
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46
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How do I derive complicated robotic motion models easily?
I have a filter that tracks a robot. I want it to use a 2D coordinated turn polar velocity motion model (from page 15 here):
But I want to expand on this motion model: I want an additional velocity ...
2
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0
answers
66
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Calculating pre-history of recursive filter from state space representation when optimising for initial z
For a recursive filter, suppose a set of $b$ and $a$ coefficients have been calculated. Assume a state-space representation for which an initial set of $z$-values have also been calculated as in ...
- 121
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1
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2k
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How to model state space for complex valued system correctly in SIMULINK (MATLAB)?
When trying to use the default state-space model block, if there is a complex number valued in the matrices, there will be an error
To resolve that, firstly I need to look at pseudo reference model ...
- 165
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1
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411
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What is wrong with my residue partial expansion method? (Transfer Function into State-Space Modal/Diagonal Form)
I'm using reference from here and here.
This is Laplace transfer function of DC Control Speed System:
$$\frac{\omega(s)}{V(s)}=\frac{K}{(Js+b)(Ls+R)+K^2}$$
Where,
$\omega$ is the motor angular ...
- 165
3
votes
1
answer
1k
views
Python toolboxes for state-space estimation via subspace estimation
Is there (open-source) toolboxes for state-space estimation via subspace estimation in Python?
I know this is used in Matlab's n4sid function, but I didn't found any Python's implementation (even in ...
- 181
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3
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Discrete State Space Model - Why Are We Calculating $ x \left[ k + 1 \right] $ Instead of $ \dot{\boldsymbol{x}} \left( t \right) $?
A continuous state space model is defined as follows.
$$
\dot{\boldsymbol{x}}(t) = A \boldsymbol{x}(t)+ B \boldsymbol{u}(t) \\
\boldsymbol{y}(t)= C \boldsymbol{x}(t)+ D \boldsymbol{u}(t)
$$
If we ...
- 365
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330
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State Space conversion of Sinusoidal model
i would like to learn how to convert sinusoidal model into state space form which has following equation
our model consist of sum of periodic components with additive of white noise, given by ...
- 333
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1
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403
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A State space model for discrete Sine wave Using kalma filter
I'm looking to apply an optimal LQR filter to a discrete signal of the form
$$
x[n]=A\sin(\omega_0n+\phi)+v[n]
$$
The amplitude $A$ and the phase $\phi$ are unknown variables I want to estimate using ...
3
votes
1
answer
449
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State-Space Representation of Forward and Backward Filters
In [1], the author shows an efficient way of implementing the forward and backward filter using matrices. One can also implement this using filtfilt command in ...
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2
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4k
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Initial conditions for systems described in state space - LTI or not?
Suppose we have some system given by
$$\begin{aligned}
\dot{x}(t) &= Ax(t) +Bu(t) \\
y(t) &= Cx(t)+Du(t)
\end{aligned}$$
where $x(t)$ are the state variables, $y(t)$ is the output and $u(t)$ ...
- 4,872
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votes
1
answer
2k
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Bilinear transformation of continuous time state space system
I'm trying to understand the derivation of the bilinear transform for a set of continuous time state-space matrices. I've found plenty of websites which list steps to perform the conversion (here 1 or ...
1
vote
1
answer
98
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Learner level information on Kalman filtering for different input kinds
I am learning Kalman filters and have seen example on data as state varaibles that have real values / numeric. However, in digital communication the information is in digital - bits. So, can Kalman ...
- 819
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2
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253
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MATLAB: Implementing Least Squares Estimator for a Given Model
The formula to estimate $\mathbf{h}$ is then
$$\hat{\mathbf{h}} = (X^T X)^{-1} X^T \vec{y}\tag{2}$$
I think this can be implemented in Matlab using ...
- 601
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votes
2
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140
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Effect of sampling
I have this continuos-time system
$$\dot{x}=Ax+Bu$$
where
\begin{equation}A=\begin{bmatrix}0 & 0 & 1 & 0 \\ 0 & 0 & 0 & 1 \\ 0 & \phantom{0}2.8040 & -\phantom{0}5....
- 111
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1k
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Control design: under what conditions can closed-loop poles be placed arbitrarily?
Say we have a single-input linear system $\dot{\mathbf{x}} = A\mathbf{x}+Bu$. With full-state feedback ($u=-G\mathbf{x}$), it is straightforward to arbitrarily place the $n$ closed-loop poles (i.e., ...
- 352
1
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0
answers
70
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identifying overshoots in given state space system with step inputs
Suppose I have the following state space system:
$$
\dot{x}(t) = Ax(t) + Bu, \quad y(t) = Lx(t), \quad x(0) = x_0
$$
where $A$, $B$ and $L$ are real matrices, $u$ is a constant real vector (so that ...
- 11