035188 2011

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: - . ': (Kalman Filter). L . " Q = care(A',C',Bw*Bw',sigma) : . . : - 035188 2011 - , . . - 035188 2011 - , . , , . . . . - 035188 2011 - : - 035188 2011 - ( ) , . Linear Quadratic Gaussian problem (LQG) : - . - ) ). - ) ). - 035188 2011 - ) : ( : LQG. : . . LQR -LQ ( ( . : L - F " : - 035188 2011 - P -Q : 1 r(t) r fr Gain fr u u x' = Ax+Bu y = Cx+Du State-Space 1 s Integrator Matrix A Ax^ x^ y y 1 y(t) B Vector B Bu d/dt(x^ ) C Vector C y^ L(y -y ^ ) A Vector L L y -y ^ Vector F F : LQG . 4...
View Full Document

This note was uploaded on 06/30/2011 for the course MECHANICAL 034406 taught by Professor Leonidmirkin during the Spring '10 term at Technion.

Ask a homework question - tutors are online