DQCE:
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Create an optimal estimator.
Create an optimal estimator given a discrete time model of the form
x[k+1] = phi x[k] + gamma w
Since version 2.
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Form:
k = DQCE( phi, gamma, h, rw, rv )
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Inputs
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phi State transition matrix
gamma Input matrix for plant noise
h Measurement matrix
rw Process noise
rv Measurement noise
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Outputs
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k Optimal gain
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References: Franklin, G.F., J.D. Powell, M.L. Workman, Digital Control
of Dynamic Systems, 2nd Edition, Addison-Wesley, 1990,
p. 452.
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Children:
Common: Control/DRiccati