Changeset 880 for applications/dual/texts/pmsm_system.lyx
- Timestamp:
- 03/29/10 15:02:46 (14 years ago)
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applications/dual/texts/pmsm_system.lyx
r879 r880 592 592 to minimize loss function 593 593 \begin_inset Formula \[ 594 L_{t}=(x_{t}-\overline{x}_{t})'\Xi(x_{t}-\overline{x}_{t})+ (u_{t}-\overline{u}_{t})'\Upsilon(u_{t}-\overline{u}_{t}).\]594 L_{t}=(x_{t}-\overline{x}_{t})'\Xi(x_{t}-\overline{x}_{t})+u_{t}'\Upsilon u_{t}.\] 595 595 596 596 \end_inset … … 610 610 611 611 \begin_inset Formula \begin{eqnarray*} 612 u_{t} & = & L_{t}\ hat{x}_{t},\\612 u_{t} & = & L_{t}\left(\hat{x}_{t}-\overline{x}_{t}\right),\\ 613 613 L_{t} & = & -(B'S_{t+1}B+\Upsilon)^{-1}B'S_{t+1}A,\\ 614 614 S_{t} & = & A'(S_{t+1}-S_{t+1}B(B'S_{t+1}B+\Upsilon)^{-1}B'S_{t+1})A+\Xi,\end{eqnarray*}