Escolar Documentos
Profissional Documentos
Cultura Documentos
A Estimação de Estados Na Operação em Tempo Real
A Estimação de Estados Na Operação em Tempo Real
Lqwurgxr
515
49
wdpep frqwp lqirupdhv uhohydqwhv vreuh r hvwdgr gr vlvwhpd srghp vhu surfhvvdgdv
shor hvwlpdgru1 Hvvdv txdqwlgdghv/ fxmrv ydoruhv srghp vhu hvwlpdgrv vhp d xwlol}dr gh
lqvwuxphqwrv gh phglr +lqmhhv gh srwqfld hp eduudv gh wudqvihuqfld/ sru h{hpsor,/
vr fkdpdgdv svhxgrphglgdv1
Ghqwuh dv sulqflsdlv dsolfdhv grv uhvxowdgrv iruqhflgrv shor hvwlpdgru gh hvwdgrv/ rv
vhjxlqwhv wuv vr gd pdlru uhohyqfld ^4`=
Prqlwrudr gd Vhjxudqd/ fxmr remhwlyr revhuydu d frqglr fruuhqwh gh rshudr
gr vlvwhpd +qrupdo/ gh hphujqfld/ rx uhvwdxudwlyd,>
Dqolvh gd Vhjxudqd/ fxmd ixqr dydoldu rv hihlwrv gh hyhqwxdlv frqwlqjqfldv qr
vlvwhpd>
Suhylvr gh fdujd/ fxmr remhwlyr hvwlpdu d ghpdqgd ixwxud gdv eduudv gr vlvwhpd1
51514
Glihuhqwhv dowhuqdwlydv irudp sursrvwdv qr sdvvdgr sdud surfhvvdu gdgrv hp whpsr uhdo
d p gh prqlwrudu r vlvwhpd gh srwqfld1 Xpd gdv sulphludv whqwdwlydv frqvlvwld hp
vxshuylvlrqdu r vlvwhpd frp edvh qd phglr gh txdqwlgdghv gluhwdphqwh uhodflrqdgdv
v ydulyhlv frqvlghudgdv evlfdv gd uhgh howulfd h dvvrfldgdv d fhuwdv lqvwdodhv0fkdyh
gr vlvwhpd1 Hvwd suwlfd prvwurx0vh lqfrpsohwd dop gh hqwudu hp frq lwr frp r sodqh0
mdphqwr gr vlvwhpd gh srwqfld/ srlv qhvwhv hvwxgrv txdotxhu lqvwdodr srgh vh wruqdu
fkdyh/ ghshqghqgr gd frrughqdr gd rshudr1
Srvwhulruphqwh/ sursv0vh d xwlol}dr gluhwd grv gdgrv rulxqgrv gr vlvwhpd VFDGD
+Vlvwhpd Vxshuylvulr h gh Dtxlvlr gh Gdgrv,1 Hvwh surfhglphqwr wdpep irl frqvlgh0
udgr lqfrpsohwr srutxh dshqdv phglgdv euxwdv hudp dsuhvhqwdgdv dr rshudgru h/ dgl0
flrqdophqwh qr vr iruqhflgdv lqirupdhv vreuh ydulyhlv qr0prqlwrudgdv1
Vxjhulx0vh dlqgd r xvr gr Iox{r gh Srwqfld rq0olqh/ dshqdv frp phglgdv gh lqmhr
gh srwqfld h pdjqlwxgh gd whqvr1 Dshvdu gh vxshulru drv surfhglphqwrv ghvfulwrv
dqwhulruphqwh/ hvwd hvwudwjld dsuhvhqwdyd glyhuvdv olplwdhv1 D sulqflsdo ghodv txh dv
phglgdv xwlol}dgdv ghyhp vh uhvwulqjlu txhodv fxmd hvshflfdr uhtxhulgd qr sureohpd
gh x{r gh srwqfld/ lvwr lqmhhv gh srwqfld qdv eduudv gh fdujd h lqmhhv gh srwqfld
dwlyd h pdjqlwxgh gd whqvr qdv eduudv gh whqvr frqwurodgd1 Dop glvvr/ d shugd gh xpd
phglgd lpsolfd qd lpsrvvlelolgdgh gh vroxr/ h d suhvhqd gh xpd phglgd lqfruuhwd whp
xp lpsdfwr gluhwr qd txdolgdgh grv uhvxowdgrv1
Hvvdv ghflqfldv ohydudp dr ghvhqyroylphqwr gh phwrgrorjldv gh prqlwrudr gr
vlvwhpd gh srwqfld edvhdgdv qd hvwlpdr gh hvwdgrv/ txh shuplwh r surfhvvdphqwr gh
glyhuvrv wlsrv gh phglgdv h frqvlghud d h{lvwqfld grv huurv lqhuhqwhv phvpdv1 Dglflrqdo0
phqwh/ d uhgxqgqfld gdv txdqwlgdghv phglgdv srvvlelolwd hvwlpdu r hvwdgr gr vlvwhpd
phvpr txdqgr dojxpdv ghodv vr shuglgdv1 D h{whqvr grv uhvxowdgrv gd HHVS wruqd
srvvyho ghwhfwdu d suhvhqd gh huurv jurvvhlurv/ lghqwlfdu vxd orfdol}dr h ghwhuplqdu
txdqwlgdghv qr prqlwrudgdv1 Hvvdv fdudfwhuvwlfdv ghvwdfdp dv ydqwdjhqv ghvvh surfh0
glphqwr gh prqlwrudr hp uhodr v derugdjhqv uhihulgdv dqwhulruphqwh1
51515
Vxesureohpdv gd HHVS
4:
51516
4;
4<
516
R Prghor gh Phglr
+514,
.EA ' +
rqgh + xpd pdwul} gldjrqdo1 Rv hohphqwrv gldjrqdlv ghvvd pdwul} vr dv ydulqfldv grv
huurv gh phglr/ rv txdlv xvxdophqwh vr h{suhvvrv frpr xpd ixqr gr ydoru gr ixqgr
gh hvfdod grv lqvwuxphqwrv gh phglr1 Frp hvvdv vxsrvlhv/ r prghor gh phglr gd
Ht1 514 uh0hvfulwr frpr
3 ' E n
.E ' f(
.E | ' +
+515,
53
R yhwru frp rv ydoruhv yhugdghlurv gdv txdqwlgdghv phglgdv/ 3f/ srgh vhu h{suhvvr hp
whuprv gr yhwru gh hvwdgrv frpr
3f ' E
+516,
rqgh E xp yhwru frpsrvwr sru 6 ixqhv qr0olqhduhv gr hvwdgr gr vlvwhpd/ uhvxo0
wdqwhv gd dsolfdr gdv ohlv gh Nlufkkr h Rkp/ h r yhwru gh hvwdgrv gr vlvwhpd1 Qrwh
txh r qphur gh hvwdgrv gh xp vlvwhpd gh srwqfld frp eduudv ? ' 2 +dshqdv
r qjxor gd eduud gh uhihuqfld qr lqfoxgr qr yhwru gh hvwdgrv gr vlvwhpd,1
Dv txdqwlgdghv phglgdv qrupdophqwh lqfoxhp x{rv gh srwqfld dwlyd h uhdwlyd qrv
udprv gd uhgh h lqmhhv gh srwqfld dwlyd h uhdwlyd qdv eduudv/ dop gh pdjqlwxghv
gh whqvr1 Ghyh vhu phqflrqdgr txh dv fruuhqwhv qdv olqkdv gh wudqvplvvr wdpep
srghuldp vhu prqlwrudgdv/ srup hvwd suwlfd qr d xvxdo hp vlvwhpdv gh wudqvplvvr
d dowd whqvr1
Rxwur dvshfwr lpsruwdqwh uhihuh0vh dr qphur h orfdol}dr gdv phglgdv qd uhgh
howulfd1 R judx gh uhgxqgqfld joredo hqwuh dv phglgdv wrpdgdv qd uhgh howulfd/ ghqr0
wdgr sru 4c ghqlgr frpr
6
{ 6
4'
'
?
2
Revhuyd0vh txh xpd frqglr qhfhvvuld +pdv qr vxflhqwh, sdud vh hvwlpdu r hvwdgr gr
vlvwhpd txh= 6 ?/ rx 4 c f1 Dop gh xpd erd uhgxqgqfld +4 : c D,/ qd suwlfd
h{ljh0vh txh dv phglgdv vhmdp glvwulexlgdv dghtxdgdphqwh shod uhgh howulfd/ srlv lvwr
surslfld wdqwr d hvwlpdr frpr d ghwhfr h d lghqwlfdr gh huurv jurvvhlurv1
Ilqdophqwh/ dop gdv whohphglgdv hihwlydv txh frpshp r frqmxqwr gh phglgdv rewl0
gdv yld vlvwhpd VFDGD/ dojxqv frpsrqhqwhv gr yhwru gdv txdqwlgdghv phglgdv 3 srghp
vhu svhxgr0phglgdv/ lvwr / lqirupdhv rulxqgdv gh rxwudv irqwhv gh lqirupdr +hvwxgrv
gh suhylvr gh fdujd rx uhvxowdgrv gh hvwlpdhv dqwhulruhv/ sru h{hpsor,1 Dv ydulq0
fldv ghvvdv judqgh}dv ghyhp uh hwlu r judx gh lqfhuwh}d dvvrfldgr v phvpdv/ r txdo
vre flufxqvwqfldv qrupdlv pdlru gr txh dtxhoh dvvrfldgr v phglgdv qrupdlv1 sru0
wdqwr xvxdo txh dv ydulqfldv gdv svhxgr0phglgdv vhmd pdlru gr txh d gdv txdqwlgdghv
whohphglgdv/ rewlgdv yld VFDGD1
517
Qr pwrgr grv Pqlprv Txdgudgrv Srqghudgrv +PTS, xpd hvwlpdwlyd sdud rv hvwdgrv
fdofxodgd gh irupd d plqlpl}du xpd ixqr fxvwr edvhdgd qr prghor gh phglr gdgr
shodv Htv1 5151 R sureohpd d vhu uhvroylgr frqvlvwh sruwdqwr qd plqlpl}dr gd ixqr
gh fxvwr
aE ' d3 E oA +3 d3 E o
+517,
frp uhodr d 1 Rx vhmd/ ghvhmd0vh plqlpl}du r qglfh uhsuhvhqwdgr shor vrpdwulr grv
txdgudgrv grv uhvgxrv srqghudgrv shorv lqyhuvrv gdv ydulqfldv grv huurv gh phglr1
D xwlol}dr gd pdwul} gh srqghudr + lpsolfd hp txh dv phglgdv gh phqru ydulqfld
uhfhehp pdlru shvr gr txh dtxhodv txh dsuhvhqwdp pdlru lqfhuwh}d/ h sruwdqwr whqkdp
pdlru lq xqfld qd vroxr gd hvwlpdr gh hvwdgrv1
Qr sureohpd h{suhvvr shod Ht1 517/ d txdqwlgdgh h ' 3 E uhsuhvhqwd r yhwru grv
uhvgxrv gh hvwlpdr/ gdgr shod glihuhqd hqwuh r ydoru hihwlydphqwh phglgr h r ydoru
rewlgr hp ixqr gr hvwdgr hvwlpdgr1 Ghvhmd0vh sruwdqwr fdofxodu r yhwru txh plqlpl}d
54
d vrpd grv txdgudgrv grv uhvgxrv gh hvwlpdr/ srqghudgrv shor lqyhuvr gdv ydulqfldv
grv huurv gh phglr1
Qrv su{lprv wuv fdswxorv vhur dsuhvhqwdgrv wuv pwrgrv glvwlqwrv sdud d vroxr
gr sureohpd gh hvwlpdr gh hvwdgrv edvhdgr qd irupxodr grv pqlprv txdgudgrv
srqghudgrv1
518
6
[
'
j32
m5 E m
+518,
Dsv d lqwurgxr gh xpd pxgdqd gh ydulyhlv/ hvwh sureohpd srgh vhu wudqvirupdgr hp
xp sureohpd gh surjudpdr olqhdu frp uhvwulhv ^5`/^6`1 Dojxqv dxwruhv frqvlghudp r
pwrgr PYDS frpr xpd dowhuqdwlyd dwudhqwh hp uhodr dr pwrgr PTS ghylgr v vxdv
sursulhgdghv lqhuhqwhv gh uhmhlr gh huurv1 Hqwuhwdqwr/ idwr txh rv hvwlpdgruhv PYDS
hqfrqwudp ehp phqrv dfhlwdr qd suwlfd gr txh rv edvhdgrv qrv pqlprv txdgudgrv
srqghudgrv1
519
H{hufflr
T
6 4
2 2
%2 ' fc 2D
T
.
% ' c f
.
.< .
w
>x
>x
6
Dv uhvlvwqfldv grv udprv gd uhgh vr ghvsuh}dgdv1 Dv ydulqfldv gdv phglgdv vr
ljxdlv d fc ff R sdud dv phglgdv gh whqvr / fc f2 R sdud dv phglgdv gh srwqfld dwlyd
h fc f2D sdud dv phglgdv gh srwqfld uhdwlyd1
55
Hvfuhyd r prghor gh phglr qr0olqhdu sdud r vlvwhpd frp r sodqr gh phglr gdgr1
H{solflwh fdgd hohphqwr gr yhwru gh ixqhv E vxevwlwxlqgr ydoruhv qxpulfrv sdud rv
sduphwurv gd uhgh h ghwhuplqh d pdwul} gh frydulqfld grv huurv gh phglr +1
+Ohpeuhwh= ghvsuh}dqgr0vh dv uhvlvwqfldv grv udprv/ rv x{rv gh srwqfld dwlyd h
uhdwlyd qrv udprv h dv lqmhhv qdv eduudv vr gdgrv sru=
| '
R '
T T
%
S
&
Mx
|&
^ '
T2
%
&
Mx
T T
%
ULtEB B
&
rqgh x uhsuhvhqwd r frqmxqwr gh eduudv dgmdfhqwhv eduud vhp lqfoxlu hvwd eduud,1
Uhihuqfldv Eleolrjufdv
^4` D1 M1 D1 Vlphv Frvwd1 Srzhu V|vwhp Vwdwh Hvwlpdwlrq= Ruwkrjrqdo Phwkrgv iru
Hvwlpdwlrq dqg Edg Gdwd Surfhvvlqj/ dqg Whfkqltxhv iru Wrsrorjlfdo Revhuydelolw|1
SkG wkhvlv/ Xqlyhuvlw| ri Zdwhuorr 0 Fdqdgd/ 4<;41
^5` Edjfkl/ D1> Fohphqwv/ N1D1> Gdylv/ S1Z1> Pdxudlv/ I1K1/ D frpsdulvrq ri dojr0
ulwkpv iru ohdvw devroxwh ydoxh vwdwh hvwlpdwlrq hohfwulf srzhu qhwzrunv/ 4<<7 LHHH
Lqwhuqdwlrqdo V|psrvlxp rq Flufxlwv dqg V|vwhpv/ Yro1 9/ ss1 860891
^6` Vlqjk/ K1> Doydudgr/ I1O1/ Zhljkwhg Ohdvw Devroxwh Ydoxh vwdwh hvwlpdwlrq xvlqj
lqwhulru srlqw phwkrgv/ LHHH Wudqvdfwlrqv rq Srzhu V|vwhpv/ Yro1 </ Qr1 6/ Dxj1
4<<7/ ss1 47:; 047;71