lqe
Kalman filter for continuous-time systems.
$$ \dot{x} = A\,x + B\,u + G\,w $$$$ y = C\,x + D\,u + v $$$$ E(w) = 0,\,\, E(v) = 0,\,\, cov(w) = Q,\,\, cov(v) = R,\,\, cov(w,v) = S $$
Inputs
Continuous or discrete-time LTI model (p-by-m, n states).
State matrix of continuous-time system (n-by-n).
Process noise matrix of continuous-time system (n-by-g).
If g is empty []
, an identity matrix is assumed.
Measurement matrix of continuous-time system (p-by-n).
Process noise covariance matrix (g-by-g).
Measurement noise covariance matrix (p-by-p).
Optional cross term covariance matrix (g-by-p), s = cov(w,v).
If s is empty []
or not specified, a zero matrix is assumed.
Outputs
Kalman filter gain matrix (n-by-p).
Unique stabilizing solution of the continuous-time Riccati equation (n-by-n). Symmetric matrix. If sys is a discrete-time model, the solution of the corresponding discrete-time Riccati equation is returned.
Closed-loop poles (n-by-1).
Equations $$ \dot{x} = A\,x + B\,u + L\,(y - C\, - D\,u) $$$$ E = \sigma (A - L\, C) $$ See also: dare, care, dlqr, lqr, dlqe
Source Code: lqe