Chapter 2. Linear Dynamic Systems
Published Online: 28 MAY 2002
Copyright © 2001 John Wiley & Sons, Inc.
Kalman Filtering: Theory and Practice Using MATLAB ®, Second Edition
How to Cite
Grewal, M. S. and Andrews, A. P. (2002) Linear Dynamic Systems, in Kalman Filtering: Theory and Practice Using MATLAB ®, Second Edition, John Wiley & Sons, Inc., New York, USA. doi: 10.1002/0471266388.ch2
- Published Online: 28 MAY 2002
- Published Print: 2 JAN 2002
Print ISBN: 9780471392545
Online ISBN: 9780471266389
- dynamic systems;
- continuous linear systems;
- discrete linear systems;
- matrix exponentials
The whole of dynamic system theory is a subject of considerably more scope than one needs for the present undertaking (Kalman filtering). This chapter will stick to just those concepts that are essential for that purpose, which is the development of the state-space representation for dynamic systems described by a systems of linear differential equations. These are given a somewhat heuristic treatment, without the mathematical rigor often accorded the subject, omitting the development and use of the transform methods of functional analysis for solving differential equations when they serve no purpose in the derivation of the Kalman filter.