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29 views

Kalman's controllability condition implies that the r.h.s. is “non-degenerate.”

Assume $f:\mathbb R^n\times\mathbb R\to\mathbb R^n$ is given by $f(x,u)=Ax+bu$ for some choice of coordinates $(x,u):x\in\mathbb R^n,u\in\mathbb R$, some constant matrix $A\in M_n(\mathbb R)$, and a ...
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32 views

How to compute the Jacobian Matrix of the next system?

I have a little problem with notation and I do not know how to work it out. I have the next system $$ \dot x = A(x)x, $$ where $x \in \mathbb{R}^n$ and the square matrix $A(x)_{n\times n}$ has ...
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630 views

Partial differentiation of vector to find Jacobian (extended Kalman filter)

I am working through some coursework on self-tuning control and part of one of the questions requires the use of the extended Kalman filter for joint parameter and state estimation. For completeness, ...