Use ss to create real-valued or complex-valued state-space models, or to convert dynamic system models to state-space model form. A state-space model is a mathematical representation of a physical system as a set of input, output, and state variables related by first-order differential equati...
A state-space model is commonly used for representing a linear time-invariant (LTI) system. It describes a system with a set of first-order differential or difference equations using inputs, outputs, and state variables. In the absence of these equations, a model of a desired order (or num...
A continuous state-space Markov process, orstate-space model, allows for trajectories through a continuous state space. The underlying Markov process is typically unobserved. A supplemental observation equation describes the evolution of measurable characteristics of the system, dependent on the Markov pro...
【MATLAB金融专题】状态空间模型 (state space model)、卡尔曼滤波 (Kalman Filter)及其金融应用MATLAB中国 立即播放 打开App,流畅又高清100+个相关视频 更多1394 -- 23:58 App 【轨道交通】MATLAB&Simulink和基于模型设计在轨道领域的应用 2110 -- 37:54 App 【MATLAB油藏建模与仿真】P3: 优化算法应用及高性能...
Usesswith uncertain state-space matrices (umat). For example: p = ureal('p',1); A = [0 3*p; -p p^2]; B = [0; p]; C = ones(2); D = zeros(2,1); usys = ss(A,B,C,D); For another example, seeUncertain State-Space Model. ...
State-space representations of LTI models The representation of a model in state-space is not unique. Coordinate transformation yields state-space models with different matrices but identical dynamics. State coordinate transformation can be useful for achieving minimal realizations of state-space models, ...
状态方程模型(State-Space Model)是一种描述动态系统行为的数学模型。该模型由两个方程组成:状态方程和输出方程。状态方程描述了系统的演化规律,而输出方程则定义了系统的输出与状态之间的关系。 状态方程通常采用微分方程的形式。设动态系统的状态向量为x(t),则状态方程可以表示为: dx(t)/dt = Ax(t) + Bu(t...
% 计算状态矩阵 A 的特征值 eigenvalues = eig(A); % 检查系统是否稳定(所有特征值必须具有负实部) stable = all(real(eigenvalues) < 0); % 仿真系统的阶跃响应 figure; step(sys); title('Step Response of the State-Space Model'); % 仿真系统的脉冲响应 figure; impulse(sys); title('Impulse...
马尔可夫切换状态空间模型(Markov Switching State Space Model)是一种用于描述随机过程的统计模型。它基于马尔可夫过程的概念,其中系统的状态在不同的时间段内可能发生切换。 在马尔可夫切换状态空间模型中,系统的状态由一个离散的隐变量表示,该隐变量可以在不同的状态之间切换。每个状态都对应着一个特定的观测值,这些观测...
Backward recursion of state-space models collapse all in page Syntax X = smooth(Mdl,Y) X = smooth(Mdl,Y,Name,Value) [X,logL,Output] = smooth(___) Description X= smooth(Mdl,Y)returnssmoothed states(X) by performing backward recursion of the fully-specifiedstate-space modelMdl. That is...