微分方程
d
n
z
(
t
)
d
t
n
+
a
1
d
n
−
1
z
(
t
)
d
t
n
−
1
+
a
2
d
n
−
2
z
(
t
)
d
t
n
−
2
.
.
.
+
a
n
−
1
d
n
−
1
z
(
t
)
d
t
+
a
n
z
(
t
)
=
b
1
d
m
−
1
u
(
t
)
d
t
m
−
1
+
b
2
d
t
m
−
2
u
(
t
)
d
t
m
−
2
+
.
.
.
+
b
m
−
1
d
t
m
−
1
u
(
t
)
d
t
m
−
1
+
b
m
u
(
t
)
+
e
(
t
)
{\huge\begin{matrix} \frac{d^nz(t)}{dt^n}+a_1\frac{d^{n-1}z(t)}{dt^{n-1}} +a_2\frac{d^{n-2}z(t)}{dt^{n-2}} ...+a_{n-1}\frac{d^{n-1}z(t)}{dt}+a_nz(t)&\\ = \\b_1\frac{d^{m-1}u(t)}{dt^{m-1}}+b_2\frac{dt^{m-2}u(t)}{dt^{m-2}} +...+b_{m-1}\frac{dt^{m-1}u(t)}{dt^{m-1}} +b_mu(t)+e(t)\end{matrix}}
dtndnz(t)+a1dtn−1dn−1z(t)+a2dtn−2dn−2z(t)...+an−1dtdn−1z(t)+anz(t)=b1dtm−1dm−1u(t)+b2dtm−2dtm−2u(t)+...+bm−1dtm−1dtm−1u(t)+bmu(t)+e(t)
或：
z
(
n
)
(
t
)
+
a
1
z
(
n
−
1
)
(
t
)
+
a
2
z
(
n
−
2
)
(
t
)
+
.
.
.
+
a
n
−
1
z
(
1
)
(
t
)
+
a
n
z
(
t
)
=
b
1
u
(
m
−
1
)
(
t
)
+
b
2
u
(
m
−
2
)
.
.
.
+
b
m
−
1
u
(
1
)
+
b
m
u
(
t
)
+
e
(
t
)
{\huge\begin{matrix}z^{(n)}(t)+a_1z^{(n-1)}(t)+a_2z^{(n-2)}(t)+...+a_{n-1}z^{(1)}(t)+a_nz(t) \\ =\\b_1u^{(m-1)}(t)+b_2u^{(m-2)}...+b_{m-1}u^{(1)}+b_mu(t) +e(t)\end{matrix}}
z(n)(t)+a1z(n−1)(t)+a2z(n−2)(t)+...+an−1z(1)(t)+anz(t)=b1u(m−1)(t)+b2u(m−2)...+bm−1u(1)+bmu(t)+e(t)
差分方程
z ( k ) + a 1 z ( k − 1 ) + a 2 z ( k − 2 ) + . . . + a n a z ( k − n a ) = b 1 u ( k − 1 ) + b 2 u ( k − 2 ) + . . . + b n b u ( k − n b ) + e ( k ) {\huge\begin{matrix}z(k)+a_1z(k-1)+a_2z(k-2)+...+a_{n_a}z(k-n_a) \\ = \\b_1u(k-1)+b_2u(k-2)+...+b_{n_b}u(k-n_b)+e(k)\end{matrix}} z(k)+a1z(k−1)+a2z(k−2)+...+anaz(k−na)=b1u(k−1)+b2u(k−2)+...+bnbu(k−nb)+e(k)
可令
{
A
(
z
−
1
)
=
1
+
a
1
z
−
1
+
a
2
z
−
2
+
.
.
.
+
a
n
a
z
−
n
a
B
(
z
−
1
)
=
b
1
z
−
1
+
b
2
z
−
2
+
.
.
.
b
n
b
z
−
n
b
{\huge\left\{\begin{matrix}A(z^{-1}) & = &1+a_1z^{-1} +a_2z^{-2}+...+a_{n_a}z^{-n_a}\\ B(z^{-1}) & = &b_1z^{-1}+b_2z^{-2}+...b_{n_b}z^{-n_b}\end{matrix}\right.}
⎩
⎨
⎧A(z−1)B(z−1)==1+a1z−1+a2z−2+...+anaz−nab1z−1+b2z−2+...bnbz−nb
则
A
(
z
−
1
)
z
(
k
)
=
B
(
z
−
1
)
u
(
k
)
+
e
(
k
)
{\huge\begin{matrix}A(z^{-1})z(k)= B(z^{-1})u(k)+e(k)\end{matrix}}
A(z−1)z(k)=B(z−1)u(k)+e(k)
状态空间方程
{
x
˙
(
t
)
=
A
x
(
t
)
+
b
u
(
t
)
+
F
ω
(
k
)
z
(
t
)
=
c
x
(
t
)
+
h
ω
(
t
)
{\huge \left\{\begin{matrix} \mathbf{\dot{x}(t)} & = & \mathbf{Ax(t)}+\mathbf{b}u(t)+\mathbf{F\omega(k)} \\ z(t)& = &\mathbf{cx(t) }+h\omega(t)\end{matrix}\right.}
⎩
⎨
⎧x˙(t)z(t)==Ax(t)+bu(t)+Fω(k)cx(t)+hω(t)
或(离散形式)：
{
x
(
k
+
1
)
=
A
x
(
k
)
+
b
u
(
k
)
+
F
ω
(
k
)
z
(
k
)
=
c
x
(
k
)
+
h
ω
(
k
)
{\huge \left\{\begin{matrix} \mathbf{{x}(k+1)} & = & \mathbf{Ax(k)}+\mathbf{b}u(k)+\mathbf{F\omega(k)} \\ z(k)& = &\mathbf{cx(k) }+h\omega(k)\end{matrix}\right.}
⎩
⎨
⎧x(k+1)z(k)==Ax(k)+bu(k)+Fω(k)cx(k)+hω(k)
其中，
x
(
⋅
)
\mathbf{x(·)}
x(⋅)为状态变量，
ω
(
⋅
)
\mathbf{\omega(·)}
ω(⋅)和
ω
(
⋅
)
\omega(·)
ω(⋅)为噪声项。
1125
被折叠的 条评论
为什么被折叠?
到【灌水乐园】发言
