0

discrete time fourier series examples ppt

Discrete Time Systems Part 3 ppt

Discrete Time Systems Part 3 ppt

Kĩ thuật Viễn thông

... matricesSt(j)=Pt−j,t/tCtT−δ0,jHtRtCt−1(j = 0, 1, ···, L − 1), (82)65New 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 Pis 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.55New Smoothers for Discrete- time Linear Stochastic Systems with Unknown DisturbancesThis chapter investigates the behavior of the Kalman filter for discrete- time linear systemswhose output...
  • 30
  • 281
  • 0
Discrete Time Systems Part 4 pptx

Discrete Time Systems Part 4 pptx

Kĩ thuật Viễn thông

... asPk+1|k=P11,k+1|kP12,k+1|kPT12,k+1|kP22,k+1|k, (50)101Kalman Filtering for Discrete Time Uncertain SystemsKalman Filtering for Discrete Time Uncertain Systems 15above its error variance prediction, i.e., ... concentration of a given medicine in his patient. Kalman Filtering for Discrete Time Uncertain Systems 612 Discrete Time SystemsUsing (74), we can simplify the expressions for Φ∗k, K∗kand ... Ee(j)i,k2, (81)Ee(j)i,k≈1NN∑j=1e(j)i,k, (82)104 Discrete Time SystemsKalman Filtering for Discrete Time Uncertain Systems 13Step 0 (Initial conditions):x0|−1= x0and...
  • 30
  • 314
  • 0
Discrete Time Systems Part 6 pptx

Discrete Time Systems Part 6 pptx

Kĩ thuật Viễn thông

... 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...
  • 30
  • 344
  • 0
Discrete Time Systems Part 7 ppt

Discrete Time Systems Part 7 ppt

Kĩ thuật Viễn thông

... 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 ... todelay-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 Systemsa Lyapunov function...
  • 30
  • 365
  • 0
Discrete Time Systems Part 9 ppt

Discrete Time Systems Part 9 ppt

Kĩ thuật Viễn thông

... continuous time dynamicsof the system into a discrete- time model. The ODEs in (1)-(2) can be described in a compactform by˙v= M−1p[η,v]+ M−1τ (10)˙η= q[η,v], (11)258 Discrete Time Systems5.6 ... consensus problemsfor discrete- time multi-agent systems with switching topology and time- varying delays havebeen presented by using matrix theories. In Moreau (2005), a discrete- time network modelof ... insequences, in matrices or sample -time points. In time sequences, one will distinguish betweena prediction xn+1at time tnfrom a sample x[tn]=xtnat sample time tn. Often we apply thenotation...
  • 30
  • 315
  • 0
Discrete Time Systems Part 12 ppt

Discrete Time Systems Part 12 ppt

Kĩ thuật Viễn thông

... 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:...
  • 30
  • 387
  • 0
Stochastic Finance An Introduction in Discrete Time ppt

Stochastic Finance An Introduction in Discrete Time ppt

Ngân hàng - Tín dụng

... assets. Their initial prices at time t =0 areknown, theirfuture pricesat timet = 1 aredescribed asrandom variables onsomeprobability space. Trading takes place at time t = 0. Already in this simple ... one-period model, theseassets are priced at the initial time t = 0 and at the final time t = 1. We assume thatthe ithasset is available at time 0 for a price πi≥ 0. The collectionπ = (π0,π1, ... investor at time t = 0 will also depend on the informationavailable at time 0. Thus, we assume thatξ = (ξ0,ξ1, ,ξd)is an F0-measurable random vector. The asset prices observed at time t...
  • 474
  • 308
  • 0
Các phương pháp xử lý tín hiệu dùng bộ lọc, phương pháp Fourier Transform, STFT(  Short Time Fourier Transform)

Các phương pháp xử lý tín hiệu dùng bộ lọc, phương pháp Fourier Transform, STFT( Short Time Fourier Transform)

Y khoa - Dược

... 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: () () ()tfedtetfFtitj,ωωω ==∫∞∞−− (2.14) Biến đổi Fourier ngược là: () ()∫∞∞−= ωωπωdeFtftj21 (2.15) Giả sử rằng biến đổi Fourier...
  • 11
  • 1,484
  • 5

Xem thêm