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SeeAlso, [State], MeasurementModel, ProcessModel SeeAlso, [[State]], MeasurementModel, ProcessModel

State-space model, 상태공간모형

상태공간모형은 추정(estimation)나 제어(control)문제에서 필수적인 표기형식이다. 시불변선형시스템(TimeInvariantLinearSystem)을 상태공간으로 표현하면 다음과 같다.

$$ x_{i+1} = A x_i + G u_i \qquad (1)$$ $$ y_i = H x_i \qquad \qquad (2)$$

  • x_{i+1} : a new state vector
  • x_i : the previous state vector
  • u_i : the previous noise vector
  • y_i : measurement or observation
  • A : system matrix or transition matrix connected to the state withou
  • H : measurement matrix

SeeAlso, State, MeasurementModel, ProcessModel

StateSpaceModel (last edited 2011-08-21 16:31:08 by 211)

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