DocumentCode
2096629
Title
Exact calculations of discrete-time process noise statistics for hybrid continuous/discrete time applications
Author
Farrell, Jay ; Livstone, Mitchell
Author_Institution
Charles Stark Draper Lab. Inc., Cambridge, MA, USA
fYear
1993
fDate
15-17 Dec 1993
Firstpage
857
Abstract
Discrete-time models of continuous-time plants are commonly required due to the popular use of computers to implement control and estimation algorithms. When stochastic design techniques are utilized, it is necessary to determine the equivalent discrete-time process noise statistics from the continuous-time process noise statistics. Several references on the object of discrete-time control and estimation present approximate solutions for the necessary transformation; in this paper exact solutions are discussed
Keywords
discrete time systems; eigenvalues and eigenfunctions; noise; statistical analysis; stochastic systems; continuous time system; discrete time process noise statistics; discrete time systems; eigenvalues; exact solutions; sampling period; stochastic system; Closed-form solution; Covariance matrix; Eigenvalues and eigenfunctions; Integral equations; Matrices; Physics; Sampling methods; Space technology; Statistics; Thumb;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1993., Proceedings of the 32nd IEEE Conference on
Conference_Location
San Antonio, TX
Print_ISBN
0-7803-1298-8
Type
conf
DOI
10.1109/CDC.1993.325027
Filename
325027
Link To Document