QCE:

-------------------------------------------------------------------------------
   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

-------------------------------------------------------------------------------

Children:

Common: Control/QCR