Path: Common/Control
% Create an estimator from a state space system. Create an estimator based on the state equations . x = ax + bw y = cx + v E(ww') = q E(vv') = r E(vw') = n -------------------------------------------------------------------------- Form: [k, sInf] = QCE( a, c, q, r, b, n ) -------------------------------------------------------------------------- ------ Inputs ------ a Plant matrix c Measurement matrix q State noise covariance matrix r Measurement noise covariance matrix b State noise input matrix n State/measurement cost cross-coupling covariance matrix ------- Outputs ------- k Optimal gain sInf Covariance matrix -------------------------------------------------------------------------- References: Bryson, A., Y. Ho, Applied Optimal Control, Hemisphere, 1976, 364-373. --------------------------------------------------------------------------
Common: Control/QCR
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