scholarly journals Nonnegative-Definite Steady-State Solutions of Singular Matrix Riccati Equations in Discrete Time-Invariant Systems

1986 ◽  
Vol 22 (3) ◽  
pp. 262-269
Author(s):  
Hiroyuki KANO
Keyword(s):  
Steady State ◽  
Discrete Time ◽  
Riccati Equations ◽  
Singular Matrix ◽  
Nonnegative Definite ◽  
Time Invariant ◽  
Steady State Solutions

Estimation of Steady-State Optimal Filter Gain From Nonoptimal Kalman Filter Residuals

1994 ◽  
Vol 116 (3) ◽  
pp. 550-553 ◽  
Author(s):  
Chung-Wen Chen ◽  
Jen-Kuang Huang
Keyword(s):  
Kalman Filter ◽  
Steady State ◽  
Finite Number ◽  
Discrete Time ◽  
Stochastic System ◽  
Moving Average ◽  
Ar Model ◽  
Numerical Example ◽  
Measurement Noises ◽  
Time Invariant

This paper proposes a new algorithm to estimate the optimal steady-state Kalman filter gain of a linear, discrete-time, time-invariant stochastic system from nonoptimal Kalman filter residuals. The system matrices are known, but the covariances of the white process and measurement noises are unknown. The algorithm first derives a moving average (MA) model which relates the optimal and nonoptimal residuals. The MA model is then approximated by inverting a long autoregressive (AR) model. From the MA parameters the Kalman filter gain is calculated. The estimated gain in general is suboptimal due to the approximations involved in the method and a finite number of data. However, the numerical example shows that the estimated gain could be near optimal.

scholarly journals Steady State Response of Linear Time Invariant Systems Modeledby Multibond Graphs

2021 ◽  
Vol 11 (4) ◽  
pp. 1717
Author(s):  
Gilberto Gonzalez Avalos ◽  
Noe Barrera Gallegos ◽  
Gerardo Ayala-Jaimes ◽  
Aaron Padilla Garcia
Keyword(s):  
Steady State ◽  
Linear Time ◽  
Direct Determination ◽  
The State ◽  
Steady State Response ◽  
State Variables ◽  
Linear Time Invariant ◽  
State Response ◽  
Time Invariant

The direct determination of the steady state response for linear time invariant (LTI) systems modeled by multibond graphs is presented. Firstly, a multiport junction structure of a multibond graph in an integral causality assignment (MBGI) to get the state space of the system is introduced. By assigning a derivative causality to the multiport storage elements, the multibond graph in a derivative causality (MBGD) is proposed. Based on this MBGD, a theorem to obtain the steady state response is presented. Two case studies to get the steady state of the state variables are applied. Both cases are modeled by multibond graphs, and the symbolic determination of the steady state is obtained. The simulation results using the 20-SIM software are numerically verified.

Explicit steady state solutions for a particularM(x)/M/1 queueing system

1977 ◽  
Vol 24 (4) ◽  
pp. 651-659 ◽  
Author(s):  
George L. Jensen ◽  
Albert S. Paulson ◽  
Pasquale Sullo
Keyword(s):  
Steady State ◽  
Queueing System ◽  
Steady State Solutions
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