Questions on the use of Mathematica to analyze, design, and simulate continuous- and discrete-time control systems.

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5
votes
1answer
240 views

Estimate parameters of the state space model

I'm using Mathematica 9 and its Control Systems functionality. I've searched the references extensively but seem not to be able to find any examples of state space model parameters estimation. All ...
3
votes
0answers
327 views

Kalman filter by hand

I am now learning the Kalman filter and wants to implement it by hand to understand it better. To be specific I want to first simulate a sequence of data by $$ \dot x=Ax+Bw\\ y=Cx+Dv,\\ ...
1
vote
0answers
63 views

No response from DSolve

Using optimal control theory, I am trying to find the optimal paths of d and k such that they will maximize profit as given by lc: ...