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When a signal is produced from a sequence of measurements made on a process (a chemical reaction, a flow of heat through a tube, a moving robot arm, etc.), the signal usually contains random noise produced by measurement errors. A standard method of preprocessing the data to reduce the noise is to smooth or filter the data. One simple filter is a moving average that replaces each \({y_k}\) by its with the two adjacent values:

\(\frac{{\bf{1}}}{{\bf{3}}}{y_{k + {\bf{1}}}} + \frac{{\bf{1}}}{{\bf{3}}}{y_k} + \frac{{\bf{1}}}{{\bf{3}}}{y_{k - {\bf{1}}}} = {z_k}\), for \(k = {\bf{1}},{\bf{2}},....\)

Suppose a signal \({y_k}\), for \(k = {\bf{0}},.....,{\bf{14}}\), is

9, 5, 7, 3, 2, 4, 6, 5, 7, 6, 8, 10, 9, 5, 7

Use the filter to compute \({z_{\bf{1}}}\),…..\({z_{{\bf{13}}}}\), Make a broken line graph that superimpose the original signal and the smoothed signal.

Short Answer

Expert verified

\(k\)

\({y_k}\)

\({z_k} = \frac{1}{3}{y_{k + 1}} + \frac{1}{3}{y_k} + \frac{1}{3}{y_{k - 1}}\)

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Step by step solution

01

Find the values of \({z_k}\)

\(k\)

\({y_k}\)

\({z_k} = \frac{1}{3}{y_{k + 1}} + \frac{1}{3}{y_k} + \frac{1}{3}{y_{k - 1}}\)

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02

Plot \({y_k}\) and \({z_k}\)

The figure below represents the plot of \({y_k}\) and \({z_k}\).

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Most popular questions from this chapter

Question: Determine if the matrix pairs in Exercises 19-22 are controllable.

20. \(A = \left( {\begin{array}{*{20}{c}}{.8}&{ - .3}&0\\{.2}&{.5}&1\\0&0&{ - .5}\end{array}} \right),B = \left( {\begin{array}{*{20}{c}}1\\1\\0\end{array}} \right)\).

(M) Let \(H = {\mathop{\rm Span}\nolimits} \left\{ {{{\mathop{\rm v}\nolimits} _1},{{\mathop{\rm v}\nolimits} _2}} \right\}\) and \(K = {\mathop{\rm Span}\nolimits} \left\{ {{{\mathop{\rm v}\nolimits} _3},{{\mathop{\rm v}\nolimits} _4}} \right\}\), where

\({{\mathop{\rm v}\nolimits} _1} = \left( {\begin{array}{*{20}{c}}5\\3\\8\end{array}} \right),{{\mathop{\rm v}\nolimits} _2} = \left( {\begin{array}{*{20}{c}}1\\3\\4\end{array}} \right),{{\mathop{\rm v}\nolimits} _3} = \left( {\begin{array}{*{20}{c}}2\\{ - 1}\\5\end{array}} \right),{{\mathop{\rm v}\nolimits} _4} = \left( {\begin{array}{*{20}{c}}0\\{ - 12}\\{ - 28}\end{array}} \right)\)

Then \(H\) and \(K\) are subspaces of \({\mathbb{R}^3}\). In fact, \(H\) and \(K\) are planes in \({\mathbb{R}^3}\) through the origin, and they intersect in a line through 0. Find a nonzero vector w that generates that line. (Hint: w can be written as \({c_1}{{\mathop{\rm v}\nolimits} _1} + {c_2}{{\mathop{\rm v}\nolimits} _2}\) and also as \({c_3}{{\mathop{\rm v}\nolimits} _3} + {c_4}{{\mathop{\rm v}\nolimits} _4}\). To build w, solve the equation \({c_1}{{\mathop{\rm v}\nolimits} _1} + {c_2}{{\mathop{\rm v}\nolimits} _2} = {c_3}{{\mathop{\rm v}\nolimits} _3} + {c_4}{{\mathop{\rm v}\nolimits} _4}\) for the unknown \({c_j}'{\mathop{\rm s}\nolimits} \).)

Question: Determine if the matrix pairs in Exercises 19-22 are controllable.

19. \(A = \left( {\begin{array}{*{20}{c}}{.9}&1&0\\0&{ - .9}&0\\0&0&{.5}\end{array}} \right),B = \left( {\begin{array}{*{20}{c}}0\\1\\1\end{array}} \right)\).

In Exercise 7, find the coordinate vector \({\left( x \right)_{\rm B}}\) of x relative to the given basis \({\rm B} = \left\{ {{b_{\bf{1}}},...,{b_n}} \right\}\).

7. \({b_{\bf{1}}} = \left( {\begin{array}{*{20}{c}}{\bf{1}}\\{ - {\bf{1}}}\\{ - {\bf{3}}}\end{array}} \right),{b_{\bf{2}}} = \left( {\begin{array}{*{20}{c}}{ - {\bf{3}}}\\{\bf{4}}\\{\bf{9}}\end{array}} \right),{b_{\bf{3}}} = \left( {\begin{array}{*{20}{c}}{\bf{2}}\\{ - {\bf{2}}}\\{\bf{4}}\end{array}} \right),x = \left( {\begin{array}{*{20}{c}}{\bf{8}}\\{ - {\bf{9}}}\\{\bf{6}}\end{array}} \right)\)

Question: Exercises 12-17 develop properties of rank that are sometimes needed in applications. Assume the matrix \(A\) is \(m \times n\).

17. A submatrix of a matrix A is any matrix that results from deleting some (or no) rows and/or columns of A. It can be shown that A has rank \(r\) if and only if A contains an invertible \(r \times r\) submatrix and no longer square submatrix is invertible. Demonstrate part of this statement by explaining (a) why an \(m \times n\) matrix A of rank \(r\) has an \(m \times r\) submatrix \({A_1}\) of rank \(r\), and (b) why \({A_1}\) has an invertible \(r \times r\) submatrix \({A_2}\).

The concept of rank plays an important role in the design of engineering control systems, such as the space shuttle system mentioned in this chapter’s introductory example. A state-space model of a control system includes a difference equation of the form

\({{\mathop{\rm x}\nolimits} _{k + 1}} = A{{\mathop{\rm x}\nolimits} _k} + B{{\mathop{\rm u}\nolimits} _k}\)for \(k = 0,1,....\) (1)

Where \(A\) is \(n \times n\), \(B\) is \(n \times m\), \(\left\{ {{{\mathop{\rm x}\nolimits} _k}} \right\}\) is a sequence of “state vectors” in \({\mathbb{R}^n}\) that describe the state of the system at discrete times, and \(\left\{ {{{\mathop{\rm u}\nolimits} _k}} \right\}\) is a control, or input, sequence. The pair \(\left( {A,B} \right)\) is said to be controllable if

\({\mathop{\rm rank}\nolimits} \left( {\begin{array}{*{20}{c}}B&{AB}&{{A^2}B}& \cdots &{{A^{n - 1}}B}\end{array}} \right) = n\) (2)

The matrix that appears in (2) is called the controllability matrix for the system. If \(\left( {A,B} \right)\) is controllable, then the system can be controlled, or driven from the state 0 to any specified state \({\mathop{\rm v}\nolimits} \) (in \({\mathbb{R}^n}\)) in at most \(n\) steps, simply by choosing an appropriate control sequence in \({\mathbb{R}^m}\). This fact is illustrated in Exercise 18 for \(n = 4\) and \(m = 2\). For a further discussion of controllability, see this text’s website (Case study for Chapter 4).

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