Questions tagged [dynamic-system]

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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{\...
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1answer
59 views

Check whether a system has memory or not

My question is whether the systems below are memoryless or not: $1.) \ y(t)=K$ where $K$ is a constant $2.) \ y(t) = x(t_0) $ where $t_0$ is a constant So, from the definition I have been using so far ...
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2answers
69 views

How Are Unmeasured Properties (Velocity and Covariance of Velocity) Handled with a Kalman Filter?

I'm trying to understand how I can update a Kalman filter with a state variable for position and velocity when I only measure position. I have a covariance matrix of the position measurements. But ...
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1answer
81 views

Calculating the output of a pole eigen signal in a difference equation

Let an IAR system be defined by the following difference equation: $$y[n]-\frac{1}{4} y[n-2]=x[n]+3x[n-1]$$ and an input signal $x[n]=(-0.5)^n$. The transfer function is defined as $H^z(z)=\frac{1+3z^{...
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1answer
123 views

Alternatives to offline Kalman filtering

Recently I got into vehicle models and filtering in general and immediately faced with the following question. I have the recorded GPS data from car driving on a highway. However, there is a ...
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3answers
124 views

Linear approximation of a system described by a logarithm - how?

The system described by a logarithm of any base, let's call it $y(t) = \ln(t)$, is non-linear. Is it possible, by any means (transforms, operators etc.), and for small values of $t$ (for example, $t&...
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0answers
175 views

Time-Invariant (non)autonomous Systems

Regarding potential distinctions between autonomous, non-autonomous, time-invariant and time-varying systems, I have found out opinions supporting that: autonomous systems are time-invariant and non-...
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3answers
115 views

How to Improve the Kalman Filter for Tracking the Periodic Motion of a Car?

I have a quite typical Kalman filter to design. I really read a lot of articles about the design of this filter but the performances of my filter are still quite bad. Here is my situation. I have a ...
5
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2answers
864 views

How to Reduce Phase Lag Caused by Kalman Filter

Background I have been developing a system using a moving robot with a distance sensor against another robot. I want to control these robots by estimating relative velocity and acceleration derived ...
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1answer
31 views

What does it mean for a dynamical system to be well-behaved?

I have recently stumbled across a paper about learning arbitrary dynamical systems in a spiking neural network. The paper assumes an underlying dynamical system of the form $\dot{x}=f(x)+c(t)$ where $...
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1answer
157 views

Time invariance and linearity of recursive system

I am confused about the definition of linearity and time invariance of recursive system Given $$y[n] = y[n-1] - y[n-2] - x[n]$$ To test time invariance, we shift the input $x[n]$ for shifting and ...
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1answer
128 views

Kalman Filter - Order of Update Step?

I have seen some literature where the covariance is updated first, like $(P_k)^{-1} = (P_k^-)^{-1} + H^T R^{-1} H$, where $P^-$ is the a priori estimate of the state covariance $P$. Then, the updated ...
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3answers
341 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 ...
3
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1answer
109 views

Improving Velocity Estimation Using Multiple Sensors in a Dynamic System

I have a sensor reduction model which gives me a velocity estimate of a suspension system(velocity 1) . This suspension system estimate velocity is used to calculate another velocity(velocity 2) via ...
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5answers
7k views

Kalman Filter - Implementation, Parameters and Tuning

First of all, this is the first time I try to make a Kalman filter. I earlier posted the follwoing question Filter out noise and variations from speed values on StackOverflow which describes the ...