QCE:
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Create an estimator based on the state equations
.
x = ax + bw
y = cx + v
E(ww') = q
E(vv') = r
E(vw') = n
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Form:
[k, sInf] = QCE( a, c, q, r, b, n )
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Inputs
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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
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Outputs
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k Optimal gain
sInf Covariance matrix
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Children:
Common: Control/QCR