A probabilistic state space model
- Basic state space description:
- definition
![Formel](../images/img4.png)
-
z |
internal state |
v |
model input |
w |
model output |
G |
state change function |
H |
output function |
- implementation in Simulink
![Simulink model](../images/statespace.png)
- specify H, G
- Probabilistic state-space description:
- adds a stochastic disturbance ξ(z)
![Formel](../images/img5.png)
- distribution of ξ depends on z
- implementation in Simulink
![Simulink model](../images/probspace.png)
- specify H, G, ξ