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Merge branch 'CosimoRusso-fixes-2020-07-28'
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edomora97 committed Jul 28, 2020
2 parents 267d0d5 + 43a1e68 commit b2ed5b7
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1 change: 1 addition & 0 deletions .gitignore
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*.fls
*.toc
*.synctex(busy)
*.ps
9 changes: 2 additions & 7 deletions easyclass.cls
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4 changes: 2 additions & 2 deletions lectures/2020-04-21.tex
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Expand Up @@ -75,8 +75,8 @@ \subsection{Fully Controllable}
\end{bmatrix}
\qquad
G = \begin{bmatrix}
0 \\
1
1 \\
0
\end{bmatrix}
\end{align*}

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2 changes: 1 addition & 1 deletion lectures/2020-04-22.tex
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\paragraph{Step 2} Singular Value Decomposition (SVD) of $\tilde{H}_{qd}$

\[
\underbrace{\tilde{H}_{qd}}_{n\times n} = \underbrace{\tilde{U}}_{q\times q} \underbrace{\tilde{S}}_{q\times d} \underbrace{\tilde{V}^T}_{d\times d}
\underbrace{\tilde{H}_{qd}}_{q\times d} = \underbrace{\tilde{U}}_{q\times q} \underbrace{\tilde{S}}_{q\times d} \underbrace{\tilde{V}^T}_{d\times d}
\]

$\tilde{U}$ and $\tilde{V}$ are unitary matrices. A matrix $M$ is unitary if:
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2 changes: 1 addition & 1 deletion lectures/2020-04-23.tex
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\]
\[
R_3 = \begin{bmatrix}
G & F & F^2G
G & FG & F^2G
\end{bmatrix} = \begin{bmatrix}
1 & \frac{1}{2} & \frac{1}{4} \\
0 & 1 & \frac{3}{4} \\
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2 changes: 1 addition & 1 deletion lectures/2020-05-05.tex
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Expand Up @@ -62,7 +62,7 @@ \subsection{Block-scheme representation of K.F.}
Fundamental contribution of Kalman was to find the optimal gain $K(t)$.
$K(t)$ is not a simple scalar gain but is a (maybe very large) $n\times p$ matrix.

The section of gain matrix $K(t)$ is very critical:
The selection of gain matrix $K(t)$ is very critical:
\begin{itemize}
\item If $K(t)$ is \emph{too small}: the estimation is not optimal because we are \emph{under exploiting} the information in $y(t)$
\item If $K(t)$ is \emph{too big}: risk of over-exploiting $y(t)$ and we can get noise amplification, even risk of instability
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2 changes: 1 addition & 1 deletion lectures/2020-05-07.tex
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\newlecture{Sergio Savaresi}{07/05/2020}

To answer those questions we need to fundamental theorems (K.F. asymptotic theorems).
To answer those questions we need two fundamental theorems (K.F. asymptotic theorems).
They provide \emph{sufficient} conditions only.

\paragraph{First asymptotic theorem}
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2 changes: 1 addition & 1 deletion lectures/2020-05-11.tex
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Expand Up @@ -143,7 +143,7 @@ \subsection{Extension to Non-Linear systems}

$K(t)$ in Extended Kalman Filter can be computed as:
\[
K(t) = \left( F(t) P(t) H(t)^T + V_2 \right) \left( H(t) P(t) H(T)^T + V_2 \right)^{-1}
K(t) = \left( F(t) P(t) H(t)^T + V_{12} \right) \left( H(t) P(t) H(T)^T + V_2 \right)^{-1}
\]
And $P(t)$ can be computed from D.R.E.
\[
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