Discrete-time state estimation of analog double integrators |
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Authors: | Shats S Bobrovsky BZ Shaked U |
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Institution: | Dept. of Electron. Commun. Control & Comput. Syst., Tel-Aviv Univ.; |
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Abstract: | The problem of minimum variance discrete-time state estimation of a continuous-time double integrator via noisy continuous-time measurements is considered. The error covariance matrices of this estimation are calculated and analyzed. The relations between these covariance matrices and the error covariance matrix of the optimal continuous-time filter are obtained, and a way for determining the required sampling period is proposed. A commonly used approximated model is investigated; it is shown to be inappropriate unless a specific improvement is introduced in the model |
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