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How to configure a two-state Kalman filter when there are three phases (k times) in the system?
I have a model linearized state space with three states: ie, k +1, K and K-1. I've only found examples where the two times that k +1 k k-1 ykoky. Does anyone an idea how to set this issue for above?
What you have is a differential equation order of the sessions that form is: y (k +2) + a1y (k +1) + a2y (k) = bu (K) has "three states" (eg, k +2, k 1, k) To implement the state variable and the Kalman filter theory is to express this equation SESSION AGENDA difference as a set of difference equations FIRST-ORDER, which is not hard work: that x1 (k) = y (k) x2 (k) = y (k +1) then x1 (k +1) = X2 (k) x 2 (k +1) = – a2x1 (k) – a1x2 (k) + Bu (k) The last equation was obtained from the original equation, check that: x2 (k +1) = y ( k +2). Now you have a system of two differential equations for first that you can apply all the theory of the state variable that you want. Good luck!
