discrete time fourier series examples ppt
Discrete Time Systems Part 3 ppt
Ngày tải lên :
20/06/2014, 01:20
... matrices
S
t
(j)=
P
t−j,t/t
C
t
T
−δ
0,j
H
t
R
t
C
t
−1
(
j = 0, 1, ···, L − 1
)
, (82)
65
New Smoothers for Discrete- time Linear Stochastic Systems with Unknown Disturbances
Discrete Time Systems
52
Chang, K. C.; Tian, Z. & Saha, R. ... filter reaches its steady state. In this case, the EC P
is given by (13). Now,
74
Discrete Time Systems
Discrete Time Systems
50
This completes the proof of Theorem 2.
Proof of Theorem 3
a., ... matrix.
55
New Smoothers for Discrete- time Linear Stochastic Systems with Unknown Disturbances
This chapter investigates the behavior of the Kalman filter for discrete- time linear systems
whose output...
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Discrete Time Systems Part 4 pptx
Ngày tải lên :
20/06/2014, 01:20
... as
P
k+1|k
=
P
11,k+1|k
P
12,k+1|k
P
T
12,k
+1|k
P
22,k+1|k
, (50)
101
Kalman Filtering for Discrete Time Uncertain Systems
Kalman Filtering for Discrete Time Uncertain Systems 15
above its error variance prediction, i.e., ... concentration of a given medicine in his patient.
Kalman Filtering for Discrete
Time Uncertain Systems
6
12 Discrete Time Systems
Using (74), we can simplify the expressions for Φ
∗
k
, K
∗
k
and ... E
e
(j)
i,k
2
, (81)
E
e
(j)
i,k
≈
1
N
N
∑
j=1
e
(j)
i,k
, (82)
104
Discrete Time Systems
Kalman Filtering for Discrete Time Uncertain Systems 13
Step 0 (Initial conditions):
x
0|−1
= x
0
and...
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Discrete Time Systems Part 6 pptx
Ngày tải lên :
20/06/2014, 01:20
... the discrete time Riccati equation (7), then it also is a stabilizing solution to the
discrete time Riccati inequality (6). According to the concept of stabilizing solution of
discrete time ... will consider two discrete time mixed LQR/ H
∞
control problems. One is the
discrete time state feedback mixed LQR/
H
∞
control problem, another is the non-fragile
discrete time state feedback ... Feedback Control of Discrete- time LTI Systems: Scaling LMI Approaches
Discrete Time Systems
140
Fig. 1. Responses of the system for nonlinear descriptor system in discrete time
7. References...
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Discrete Time Systems Part 7 ppt
Ngày tải lên :
20/06/2014, 01:20
... a discrete time Riccati equation,
we derive the simple approach to discrete time state feedback mixed LQR/
H
∞
control
problem by combining the Lyapunov method for proving the discrete time ... for uncertain
discrete- time systems with time- varying delays have given in the literature.
In this paper, we consider the stabilization for a nominal discrete- time system with
time- varying delay ... to
delay-dependent H
∞
control of discrete- time systems with time- varying delay,
International Journal of Robust and Nonlinear Control, Vol.18, 630-647.
194
Discrete Time Systems
a Lyapunov function...
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Discrete Time Systems Part 9 ppt
Ngày tải lên :
20/06/2014, 01:20
... continuous time dynamics
of the system into a discrete- time model. The ODEs in (1)-(2) can be described in a compact
form by
˙v
= M
−1
p[η,v]+ M
−1
τ (10)
˙η
= q[η,v], (11)
258
Discrete Time Systems
5.6 ... consensus problems
for discrete- time multi-agent systems with switching topology and time- varying delays have
been presented by using matrix theories. In Moreau (2005), a discrete- time network model
of ... in
sequences, in matrices or sample -time points. In time sequences, one will distinguish between
a prediction x
n+1
at time t
n
from a sample x[t
n
]=x
t
n
at sample time t
n
. Often we apply the
notation...
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Discrete Time Systems Part 12 ppt
Ngày tải lên :
20/06/2014, 01:20
...
Hence, the grey discrete time system (1) is asymptotically stable by Lemma 2.1.
3. Grey discrete time systems with time- delay
Considering the grey discrete time system with a time- delay as follows: ... the grey discrete time time-delay systems. The proposed examples
clearly demonstrate that the criteria presented in this paper for the stability of grey discrete
time systems with time- delay ... Lemma 2.1, the grey discrete time with a time- delay system (13) is
asymptotically stable.
4. llustrative examples
Example 4.1
Consider the stability of grey discrete time system (1) as follows:...
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Stochastic Finance An Introduction in Discrete Time ppt
Ngày tải lên :
08/03/2014, 23:20
... assets. Their initial prices at time t =
0 areknown, theirfuture pricesat timet = 1 aredescribed asrandom variables onsome
probability space. Trading takes place at time t = 0. Already in this simple ... one-period model, these
assets are priced at the initial time t = 0 and at the final time t = 1. We assume that
the i
th
asset is available at time 0 for a price π
i
≥ 0. The collection
π = (π
0
,π
1
, ... investor at time t = 0 will also depend on the information
available at time 0. Thus, we assume that
ξ = (ξ
0
,ξ
1
, ,ξ
d
)
is an F
0
-measurable random vector. The asset prices observed at time t...
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Các phương pháp xử lý tín hiệu dùng bộ lọc, phương pháp Fourier Transform, STFT( Short Time Fourier Transform)
Ngày tải lên :
01/04/2013, 16:14
... Trong miền tần số: phương pháp Fourier Transform.
- Trong miền thời gian và tần số: STFT( Short Time Fourier Transform).
2.4.1. Phương pháp Fourier:
2.4.1.1. Biến đổi Fourier:
Cho một hàm f(t) ... kết thúc của sự
kiện thì Fourier không phát hiện được.
2.4.2. Phương pháp STFT:
Để đạt được một biến đổi Fourier cục bộ, chúng ta có thể định nghĩa một biến đổi
Fourier cửa sổ. Tín hiệu đầu ... đổi Fourier của nó được định nghĩa:
() () ()
tfedtetfF
titj
,
ωω
ω ==
∫
∞
∞−
−
(2.14)
Biến đổi Fourier ngược là:
() ()
∫
∞
∞−
= ωω
π
ω
deFtf
tj
2
1
(2.15)
Giả sử rằng biến đổi Fourier...
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