1
vote
0answers
41 views

Function with bounded derivative as ODE

Given a function $x(t)$, I am looking for a function $y(t)$ which closely follows $x(t)$ except that its derivative must be bounded by a constant $c$, i.e. $\dot{y} \leq c$. Is there a way to describe ...
0
votes
1answer
23 views

BIBO stable system

I would like to ask if this system is Bounded Input Bounded Output stable : $$y[n] = r^nx[n],\quad r\in \mathbb{R}$$ And why? I think this system is stable because $$| x[n] | ≤ B,\quad B < ...
1
vote
1answer
47 views

laplace transform of a sine function

I'm a little confused about how to find Laplace transforms of a sine function when it is a function of time. As in, suppose the function is $x(t)=\sin(at)$ , then I can proceed to get ...
1
vote
1answer
45 views

Frequency response of Continous-time system

Not sure where to start on this one: $$H(s)={(s-j\omega_0)(s+j\omega_0)\over(s+\omega_0\cos\theta+j\omega_0\sin\theta)\left(s+\omega_0\cos\theta-j\omega_0\sin\theta\right)}$$ Sketch the frequency ...
1
vote
1answer
79 views

Nyquist criterion

When using the Nyquist stability criterion, amplitude-frequency characteristic etc. we go from the Laplace image $G(s)$ to $G(j\omega )$. By definition of the Laplace transform, $s=\sigma + j\omega$. ...
3
votes
1answer
74 views

Estimating the input to a system from a system state

[ Cross-posted to: http://dsp.stackexchange.com/questions/3098/estimating-the-input-to-a-system-from-a-system-state-using-ekf ] I have a system for which I have obtained a non-linear time-varying ...
1
vote
0answers
631 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, ...
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0answers
127 views

What is the difference between various kalman filters?

What is the difference between additive and multiplicative kalman filters, as well as some other kinds? I'm also looking for reference texts and articles that describe the algorithms, so ...