State-Space Equation and State-Variable Equation

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• State-Space Equation and State-Variable Equation

State-Space Equation
State-Variable Equation
Both involve matrix algebra, carry same names,
similar meanings

• Parameters required are
• F, H, G, X0, p(X0), noise statistics, covariance
  terms,
• Vk and Ek are noise terms
• The calculation from X1, to X2 to Xn goes through
  a prediction and update stage with observation
  used to update the (predicted value) states.
• Usually, states are unknown and hidden, so
  indirect method is required to calculate them
  from observations
• Output term Xk (hidden / unknown)

• Parameters required are
• F, H, G, X0, U0(?input)
• The calculation from X1, to X2 to Xn goes through
  only one stage. Idea is to find observations Yk.
• Most of the times, States are not hidden from the
  user / programmer
• Output term Yk (output / not hidden)