Tags
1. Colored process and output noises
2. Non-zero mean process and output noises
3. No output noises
09 Friday May 2014
Posted in Kalman Filter, Linear Systems
Tags
1. Colored process and output noises
2. Non-zero mean process and output noises
3. No output noises
08 Thursday May 2014
Posted in Linear Systems
Tags
Approach I:
Use Kalman Canonical Form Decomposition:
Approach II:
Only check if the modes corresponding to unstable eigenvalues are observable or not. (Since stable modes can always tend to zero asymptotically, we only need to check if the observability of the unstable modes).
is equal to n or not.