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Sinusoid State Space Model

This document describes a state space model for generating in-phase and quadrature sinusoid signals. It defines the states as the sine and cosine of the signal phase. Using trigonometric identities, it derives the state transition matrix and shows how the states at any time k can be computed recursively from the previous states and this matrix. Observing only one signal requires choosing an observation matrix that extracts the corresponding state.

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Engr. Naveed Mazhar
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1K views2 pages

Sinusoid State Space Model

This document describes a state space model for generating in-phase and quadrature sinusoid signals. It defines the states as the sine and cosine of the signal phase. Using trigonometric identities, it derives the state transition matrix and shows how the states at any time k can be computed recursively from the previous states and this matrix. Observing only one signal requires choosing an observation matrix that extracts the corresponding state.

Uploaded by

Engr. Naveed Mazhar
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOC, PDF, TXT or read online on Scribd
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Sinusoid State Space Model

For a system generating in-phase and quadrature sinusoid signals, the two states may be
defined as
1
2
[ ] sin( )
[ ] cos( )


= +
= +
s
s
x k kT
x k kT
where sampling time T has been omitted from left hand side of aboe equations for
conenience! "n aboe equations, arious symbols used are identified as
#ignal pea$ amplitude
#ignal frequency
"nitial phase of the signal
% & sampling time
$ & discrete time inde'

=
=
=
s
(sing the following trigonometric identities
sin( ) sin cos cos sin
cos( ) cos cos sin sin


+ = +
+ =
and identifying = kT ,
=
in equation , we may write equation as
1
2
[ ] sin cos cos sin
[ ] cos cos sin sin


= +
=
s s
s s
x k kT kT
x k kT kT
For ) = k , equation yields
1
2
[)] sin
[)] cos


=
=
s
s
x
x
From equations and , we hae
1
2
1
2
sin [ ] cos sin
cos [ ] sin cos
[)] cos sin
[)] sin cos





=


s
s
x k kT kT
x k kT kT
x kT kT
x kT kT
1
%he first matri' on right hand side of second equation of is readily identified as the state
transition matri', whereas the second matri' is the initial state! *ien these two
quantities, we can compute system states at any time ) > k
For 1 = k , equation gies
1 1
2 2
[1] [)] cos sin
[1] [)] sin cos



=


x x T T
x x T T
(sing equation , states at time 2 = k may be computed recursiely
1 1
2 2
[2] [1] cos sin
[2] [1] sin cos



=


x x T T
x x T T
%his approach may be generali+ed to gie
1 1
2 2
[ 1] [ ] cos sin
[ 1] [ ] sin cos


+
=

+

x k x k T T
x k x k T T
Note: %o obsere only the in-phase sinusoid signal, choose matri' [ ] 1 ) = C
, whereas
choosing
1 )
) 1

=


C
gies us both in-phase and quadrature signals!
,oreoer, if we choose
1
2
[ ] cos( )
[ ] sin( )
s
s
x k kT
x k kT


= +
= +
we end up with
1 1
2 2
[ 1] [ ] cos sin
[ 1] [ ] sin cos
x k x k T T
x k x k T T


+
=

+

where
1
2
[)] cos
[)] sin
s
s
x
x


=
=
2

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