Chapter 9, Problem 3CP

We will consider a linear system and a nonlinear system under uncertainty, each expressed in the form of a set of stochastic differential equation (SDE) as follows: = da (Ax+ Bu)dt + Gdw, dx = f(x,u,t)dt+Gdw, (1) (2) where x is the state, u is the control, and dw is a differential increment of standard Brownian motion, i.e., E[dw] = 0 and E [dw(t)dw(t)] = dt-1. In this problem, we consider the linear SDE, Eq. (1), with a very simple model where x = R², u = [0,0] (no control), and dw R². The matrices A, B, and G are given as follows: A=02x2, B=02x2; G = [000] (3) where σp Є R represents the degree of the uncertainty, and let us take σ₁ = 2 and σ2 = 3. Assume that the initial state is deterministic and e(t = 0) = [0,0]. Take the following steps to simulate the given SDE for 1 € [0, 1]: (a): Consider the increments of w between each time interval [+1). Derive the analytical expression of Aw using w~N(02, 12), where Aw, w(tk+1) — w(tk). (c): Derive the approximate continuous-time EoM from…

How do you calculate the movement mechanism of a streetcar if it does not have a gear system? What factors should be considered? Any equation or formula ?

Can you answer the question using MATLAB?