Assignment 6

  • Find out how the concept duality is defined/used.
  • The macro for Fig 11.7 in Computer-Controlled Systems is generated by fig117.m, which needs blockest.mdl. You will need to download these two files or go to the directory /home/ccs/matlab/ccs5/chapter11. Check how Fig 11.7 is changed when
    a) using the stationary gain K
    b) changing the covariance of the measurement noise, \sigma.
  • Formulate the one-step-back smoothing problem for the state-space case and sketch how it can be solved.