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Last week I derived the equation of desired output and states in the terms of
past/present known value and decision making sections. This week I do more
derivation of this equation to make a simplification compact matrix from of this
equation. I also learned how we can construct an unbiased model prediction
(minimizing offset) and estimate disturbance. Later I developing unbiased
prediction using steady-state estimates. And finally express prediction in term
deviation variable.
If we consider our model output has no inherent disturbance, then we can write
𝑌𝑚 = 𝐺𝑚 (0)𝑢 and we will find 𝑌𝑝 (𝑘) − 𝑌𝑚 (𝑘) = 𝑑𝑚 .
So finally we can come to the point that, we can take our prediction equation as
𝑌→𝑘+𝑚 = 𝑌→𝑚 +𝐿𝑑 (𝑘); 𝑑𝑘 = 𝑌𝑝 (𝑘) - 𝑌𝑚 (𝑘)
Here if we select our target value 𝑌𝑠𝑠 𝑎𝑛𝑑 disturbance earlier, we can calculate
both states (𝑋𝑠𝑠 ) and inputs (𝑢𝑠𝑠 ).
That mean if state and input both have no deviation we can write this. Again
Weekly Research Progress Report on 21st October 2018