Tut11

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Unformatted text preview: - 035188 2011 - 11 + LQG : , . ( ) : 1 u(t) 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^ : , , ) "" . ( . - 035188 2011 - , . : L? - 035188 2011 - .( ) 2 L , " . " : . , . - 035188 2011 - , : , . - 035188 2011 - . - 035188 2011 - . , ,: - 035188 2011 - ) ). : ,1 - - - :. - . "" , , . ) SISO MIMO ( . - 035188 2011 - , . (Linear Quadratic estimation) : : , . . . : - 035188 2011 - -...
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