[snip]
>Does anybody know of a decent text on state space variables?
>
>Rune
>
>

The book by C.T. Chen, "Linear System Theory and Design, 3rd Ed.", Oxford
U. Press, 1999, is a very good introduction to the state-space approach to
control systems. I used the first edition ("Introduction to Linear System
Theory", Holt, Rinehart & Winston,1970) when taking a graduate course in
'Modern' control systems in 1972. The second edition (HR&W, 1984) had its
title changed to the current one, and is larger and more mathematical than
the 1st and 3rd editions. To appreciate this book you need an elementary
but solid grounding in matrix algera and analysis.

It is surprising to me that there are so few books on this subject, given
its importance. It is also surprising how few people know about linear
system theory and state-space methods. Most mathematical physicists that I
know are unaware of this subject.



Derek O'Connor

Rune Allnor wrote:

> For some reason, the download failed, but I'll have another try soon.
> I found a book by Durbin and Koopman, that worked very well.
> Not very formal on state space as such, but very effective on
> Kalman filters. I had a working Kalman filter -- implemented from
> scratch based solely on the text, no algorithm or recipes -- a mere
> minutes after opening that book the first time.

The site apparently sends a certificate which your browser doesn't 
recognize. Thunderbird put up a message that allowed me to accept the 
site's certificate.

Jerry
-- 
Engineering is the art of making what you want from things you can get.
�����������������������������������������������������������������������

Rick Lyons skrev:
> On 23 Jul 2006 22:34:16 -0700, "Rune Allnor" <allnor@tele.ntnu.no>
> wrote:
>
> >Hi all.
> >
> >A couple of weeks ago, I found a transcript of Kalman's original paper
> >from 1960. Browsing quickly through it, I found that it was actually
> >readable, at least with my background in subspace analysis and
> >linear algebra etc. As far as I could tell, Kalman basically described
> >null spaces, signal spaces and manifolds 30 years before such terms
> >became common in the DSP literature. The introductions on Kalman
> >filters that I have seen before, appear to make an effort to avoid
> >using
> >such concepts and terms, achieving little less than obfuscating the
> >matter even more.
> >
> >The one problem that seems to be almost unique for the Kalman filter
> >seems to be that its derivation seems to rely heavily on the state
> >space formulation of the filter problem. I don't know much about the
> >state space formulation except what is said in the book by Proakis
> >and Manolakis, which is virtually nothing.
> >
> >Does anybody know of a decent text on state space variables?
> >
> >Rune
>
> Hi Rune,
>
>    On the Internet I ran across a paper on "state space"
> variables (with some discussion on Kalman stuff),
> and I thought of you.
>
> That paper is at:
>
> https://dspace.mit.edu/bitstream/1721.1/831/1/P-0792-06589289.pdf
>
> Maybe it's of some use to you, and maybe not.

Thanks.

For some reason, the download failed, but I'll have another try soon.
I found a book by Durbin and Koopman, that worked very well.
Not very formal on state space as such, but very effective on
Kalman filters. I had a working Kalman filter -- implemented from
scratch based solely on the text, no algorithm or recipes -- a mere
minutes after opening that book the first time.

Rune

On 23 Jul 2006 22:34:16 -0700, "Rune Allnor" <allnor@tele.ntnu.no>
wrote:

>Hi all.
>
>A couple of weeks ago, I found a transcript of Kalman's original paper
>from 1960. Browsing quickly through it, I found that it was actually
>readable, at least with my background in subspace analysis and
>linear algebra etc. As far as I could tell, Kalman basically described
>null spaces, signal spaces and manifolds 30 years before such terms
>became common in the DSP literature. The introductions on Kalman
>filters that I have seen before, appear to make an effort to avoid
>using
>such concepts and terms, achieving little less than obfuscating the
>matter even more.
>
>The one problem that seems to be almost unique for the Kalman filter
>seems to be that its derivation seems to rely heavily on the state
>space formulation of the filter problem. I don't know much about the
>state space formulation except what is said in the book by Proakis
>and Manolakis, which is virtually nothing.
>
>Does anybody know of a decent text on state space variables?
>
>Rune

Hi Rune,

   On the Internet I ran across a paper on "state space" 
variables (with some discussion on Kalman stuff), 
and I thought of you.

That paper is at:

https://dspace.mit.edu/bitstream/1721.1/831/1/P-0792-06589289.pdf

Maybe it's of some use to you, and maybe not.

See Ya',
[-Rick-]

Rune Allnor wrote:
> [...]
> Does anybody know of a decent text on state space variables?

Hi Rune,

When I had "Modern Control Systems" at Santa Clara
University circa 1988, we used this text:

@BOOK{brogan,
  title = "{Modern~Control~Theory}",
  author = "{William~L.~Brogan}",
  publisher = "Prentice Hall",
  edition = "second",
  year = "1985"}

I thought it was a good text. Maybe there's
something more recent. 

--Randy

Rune Allnor skrev:
> Hi all.
>
> A couple of weeks ago, I found a transcript of Kalman's original paper
> from 1960.

Somebody posted a transcript of Kalman's 1960 paper here:

http://www.cs.unc.edu/~welch/kalman/media/pdf/Kalman1960.pdf

I suspect the surviving copies of the issue of the journal where the
paper first appeared are all but worn out by now. When I looked this
paper up in my local library some ten years ago, there were only
some poor photocopies of these pages, in an otherwise almost mint
condition journal.

Rune

On 23 Jul 2006 22:34:16 -0700, "Rune Allnor" <allnor@tele.ntnu.no>
wrote:

>Hi all.
>
>A couple of weeks ago, I found a transcript of Kalman's original paper
>from 1960. Browsing quickly through it, I found that it was actually
>readable, at least with my background in subspace analysis and
>linear algebra etc. As far as I could tell, Kalman basically described
>null spaces, signal spaces and manifolds 30 years before such terms
>became common in the DSP literature. The introductions on Kalman
>filters that I have seen before, appear to make an effort to avoid
>using
>such concepts and terms, achieving little less than obfuscating the
>matter even more.
>
>The one problem that seems to be almost unique for the Kalman filter
>seems to be that its derivation seems to rely heavily on the state
>space formulation of the filter problem. I don't know much about the
>state space formulation except what is said in the book by Proakis
>and Manolakis, which is virtually nothing.
>
>Does anybody know of a decent text on state space variables?
>
>Rune

I like this book a lot http://tinyurl.com/pbvyh. Its coverage of
state-space models is very nice. Basically I buy anything by Kailath
or Sayed by default.

Hi all.

A couple of weeks ago, I found a transcript of Kalman's original paper
from 1960. Browsing quickly through it, I found that it was actually
readable, at least with my background in subspace analysis and
linear algebra etc. As far as I could tell, Kalman basically described
null spaces, signal spaces and manifolds 30 years before such terms
became common in the DSP literature. The introductions on Kalman
filters that I have seen before, appear to make an effort to avoid
using
such concepts and terms, achieving little less than obfuscating the
matter even more.

The one problem that seems to be almost unique for the Kalman filter
seems to be that its derivation seems to rely heavily on the state
space formulation of the filter problem. I don't know much about the
state space formulation except what is said in the book by Proakis
and Manolakis, which is virtually nothing.

Does anybody know of a decent text on state space variables?

Rune