Measurement, optimal filtering (1/3): problem statement and preliminary example code

Antonio Sala, UPV

Difficulty: ***** ,       Relevance: ,      Duration: 19:13

Summary:

This video begins the presentation of a concrete example of the ideas about the idealized measurement process detailed in the video [medabsEN] where a data acquisition card will average the signal during a small acquisition time (optimal if said signal were a constant), and that sample will then be processed by a digital filter trying to approximate the optimal filtering.

In this first video, only some preliminaries will be addressed: a review of basic ideas from the aforementioned video, the definition of the process to be measured, internal state-space representation of order 2, the generation of an expanded model with integrator (which will do the averaging) of order 3, and discretization of the augmented stochastic process, ending with a simulation (in discrete time) of some realizations.

The details of the Kalman filters and the continuous/discrete-time comparison will be done in the video [medex2EN], the continuation of this one.

*Link to my [ whole collection] of videos in English. Link to larger [ Colección completa] in Spanish.