Questions tagged [state-space]

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4
votes
1answer
265 views

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 ...
0
votes
1answer
36 views

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 ...
1
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0answers
51 views

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 ...
6
votes
1answer
11k views

Why eigen values and poles of a system are equivalent?

In control systems engineering, the stability of a system (modeled in the form of Transfer Function) is determined by the poles of the system in the right or left hand sides. When the model is ...
2
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0answers
36 views

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,...
0
votes
1answer
22 views

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 ...
1
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0answers
34 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 $$ \...
3
votes
2answers
458 views

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 $T(s)$, ...
2
votes
1answer
290 views

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} ...
0
votes
1answer
91 views

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 ...
2
votes
1answer
48 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)...
2
votes
1answer
66 views

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): ...
1
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0answers
28 views

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# ?...
5
votes
1answer
1k views

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 ...
0
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0answers
29 views

Kalman Filter - combining data from sensors with different measurement rates, does one have a good source where i can get more information about it?

someone already wrote a question about the topic, and thats exactly what i am looking for but i need a source to get more information and to cite from in my work i combine 2 kalman-filter for ...
0
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0answers
12 views

Very stiff state space matrices after linearizing my Simscape model

I want to simulate and build a furuta pendulum from scratch as a project. Currently I´m having some difficulties with the simulation of my model in Simscape and I can´t figure out what´s wrong with it....
0
votes
1answer
35 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 ...
1
vote
1answer
74 views

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. ...
1
vote
1answer
142 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 ...
2
votes
1answer
66 views

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 ...
3
votes
1answer
975 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 ...
7
votes
1answer
169 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 ...
3
votes
3answers
214 views

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 ...
1
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3answers
67 views

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 ...
1
vote
2answers
54 views

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 ...
1
vote
1answer
55 views

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 ...
8
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3answers
10k views

When Is a Kalman Filter Different from a Moving Average?

this thread asks when a discrete time Kalman filter is better/different from a simple moving average of the observations: Why use a Kalman filter instead of keeping a running average? there's no ...
3
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0answers
214 views

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:...
2
votes
0answers
558 views

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 ...
1
vote
2answers
186 views

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 ...
0
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0answers
40 views

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
votes
0answers
59 views

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 ...
0
votes
1answer
2k views

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 ...
0
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0answers
209 views

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 ...
4
votes
2answers
323 views

State space representation in s-domain

I was supposed to find state space representation and its matrices of this system: and I have no idea, how to do this. We were told not to transfer the system to time domain, but I can only do state ...
2
votes
1answer
95 views

State space equation from differential equation

I have very general system. I don't know whether it is electrical or mechanical or whatever. This system can be modeled by the following differential equation $$\dot q = \frac{Tf_1-f_2}{T+1}$$ where:...
0
votes
1answer
303 views

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
1answer
347 views

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 ...
9
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2answers
3k views

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 $u(t)$ ...
0
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1answer
246 views

Conceptual Question on equalization technique in rayleigh fading channel based on a paper

Question Link http://www.raymaps.com/index.php/theoretical-ber-of-m-qam-in-rayleigh-fading/ gives theoretical expressions for BER in Rayleigh fading channel. Can I use the expression for 64-QAM in ...
0
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2answers
138 views

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....
3
votes
2answers
836 views

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., ...
4
votes
1answer
149 views

How can the order of a transfer function be derived from its equivalent state space representation?

Suppose I have a discrete state space model: \begin{align} \theta[k+1] &= A \theta[k] + B u[k]\\ y[k] &= C \theta[k] \end{align} I know that the equivalent transfer function can be found by ...
1
vote
1answer
92 views

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 ...
1
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0answers
68 views

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 ...
0
votes
1answer
400 views

$N$ point moving average filters in state space

I am new to this filter, I did read about them, but could find out a state space notation of these: $$y(n)=\frac{1}{N}\sum_{m=0}^{N-1}x(n-m)$$ Are moving average filters an LTI systems? And how do ...
0
votes
1answer
363 views

Discrete time non-linear time invariant system dynamics descriptions (state-space or input-output relationship)

For the sake of simplicity the following notation $a_k := a[k]$ is assumed for time sequences. A completely general discrete-time (DT) non-linear(NL) time-invariant (TI) dynamical system can be ...
2
votes
0answers
275 views

Scipy.signal.dimpulse(system): how to translate a StateSpace to a “system”? [closed]

The command scipy.signal.dimpulse(system, x0=None, t=None, n=None) does not seem to accept a scipy StateSpace as an input to its ...
0
votes
1answer
545 views

Designing observer with non-observable system

I have this state-space system \begin{align} \dot{x}&=\begin{bmatrix}1 & 0\\3 & -2\end{bmatrix}x+\begin{bmatrix}10\\0 \end{bmatrix}u\\ y&=\begin{bmatrix}1 & 0\end{bmatrix}x \end{...
3
votes
0answers
2k views

Difference between state space and transfer function model response (in Simulink)

Why I get a different response from the same system (e.g. three phase inverter with LC filter) in state space form and in transfer function (Laplace) form when using the same PI controller values ($...