12 December 2018 1 10K Report

Suppose, I have a continuous state space model of a system:

x_dot(t) = A x(t) + B u(t) + e_1, y(t)=Cx(t)+e_2 .................(1),

e_i, i=1,2: random Gaussian noise

Now, discrete version of the above system is

x_k+1 = A x_k + B u_k ......................(2)

Suppose I design a kalman filter for discrete model of the system in (2) and estimate the states.

Now, I design a state feedback controller u(t)=K x(t) that stabilizes the continuous model of the system in (1), assuming all states are measurable.

Q/ Can I directly use the estimated states provided by the kalman filter in the state feedback control law directly?

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