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Calculation of discrete-time process noise statistics for hybrid continuous/discrete-time applications

✍ Scribed by Jay Farrell; Mitchell Livstone

Publisher
John Wiley and Sons
Year
1996
Tongue
English
Weight
236 KB
Volume
17
Category
Article
ISSN
0143-2087

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✦ Synopsis

Discrete-time models of continuous-time plants are commonly required owing to the popular use of computers to implement control and estimation algorithms. When stochastic design techniques such as the discrete-time Kalman filter are utilized, it is necessary to determine the equivalent discrete-time process noise statistics from the continuous-time process noise statistics. Herein we present a new solution for the required transformation.

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