Control Package: covar

Categories &

Functions List

Linear Time Invariant Models

Linear Time Invariant Models

Model Data Access

Model Data Access

Model Conversions

Model Conversions

Model Interconnections

Model Interconnections

Model Characteristics

Model Characteristics

Model Simplification

Model Simplification

Time Domain Analysis

Time Domain Analysis

Frequency Domain Analysis

Frequency Domain Analysis

PID Control

PID Control

pid
pidstd

Pole Placement

Pole Placement

Optimal Control

Optimal Control

Robust Control

Robust Control

Matrix Equation Solvers

Matrix Equation Solvers

Model Reduction

Model Reduction

Controller Reduction

Controller Reduction

Experimental Data Handling

Experimental Data Handling

System Identification

System Identification

Overloaded LTI Operators

Overloaded LTI Operators

Overloaded IDDATA Operators

Overloaded IDDATA Operators

Examples

Examples

Miscellaneous

Miscellaneous

Function Reference: `covar`

Function File: [p, q] = covar (sys, w)

Return the steady-state covariance.

Inputs

sys: LTI model.
w: Intensity of Gaussian white noise inputs which drive sys.

Outputs

p: Output covariance.
q: State covariance.

See also: lyap, dlyap

Source Code: covar