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4 Time-Varying Linear Dynamic System Model
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4 Time-Varying Linear Dynamic System Model
4.4.1 From time-invariant model to time-varying model The linear state-space model defined earlier by Eqs. 4.14 and 4.15 is time invariant. This is so because the parameters 0 = {A, u, Q, C, R} that characterize this model do not change as a function of time k. When these model parameters are constant, it can be easily shown that the first-, second-, and higher-order statistics are all invariant with
Edition 1st Edition
First Published 2003
Imprint CRC Press
Pages 1
eBook ISBN 9781315214702
ABSTRACT