Inputs

sys

LTI model.

State feedback matrix.

Indices of measured output signals y from sys. If omitted, all outputs are measured.

Indices of known input signals u (deterministic) to sys. All other inputs to sys are assumed stochastic (w). If argument known is omitted, no inputs u are known.

Outputs

est

State-space model of estimator.

Block Diagram

                                  u  +-------+         ^
       +---------------------------->|       |-------> y
       |    +-------+     +       y  |  est  |         ^
 u ----+--->|       |----->(+)------>|       |-------> x
            |  sys  |       ^ +      +-------+
 w -------->|       |       |
            +-------+       | v
 

See also: kalman, lqe, place

Source Code: estim