Specifications
Table Of Contents
- Introduction
- LTI Models
- Operations on LTI Models
- Model Analysis Tools
- Arrays of LTI Models
- Customization
- Setting Toolbox Preferences
- Setting Tool Preferences
- Customizing Response Plot Properties
- Design Case Studies
- Reliable Computations
- GUI Reference
- SISO Design Tool Reference
- Menu Bar
- File
- Import
- Export
- Toolbox Preferences
- Print to Figure
- Close
- Edit
- Undo and Redo
- Root Locus and Bode Diagrams
- SISO Tool Preferences
- View
- Root Locus and Bode Diagrams
- System Data
- Closed Loop Poles
- Design History
- Tools
- Loop Responses
- Continuous/Discrete Conversions
- Draw a Simulink Diagram
- Compensator
- Format
- Edit
- Store
- Retrieve
- Clear
- Window
- Help
- Tool Bar
- Current Compensator
- Feedback Structure
- Root Locus Right-Click Menus
- Bode Diagram Right-Click Menus
- Status Panel
- Menu Bar
- LTI Viewer Reference
- Right-Click Menus for Response Plots
- Function Reference
- Functions by Category
- acker
- allmargin
- append
- augstate
- balreal
- bode
- bodemag
- c2d
- canon
- care
- chgunits
- connect
- covar
- ctrb
- ctrbf
- d2c
- d2d
- damp
- dare
- dcgain
- delay2z
- dlqr
- dlyap
- drss
- dsort
- dss
- dssdata
- esort
- estim
- evalfr
- feedback
- filt
- frd
- frdata
- freqresp
- gensig
- get
- gram
- hasdelay
- impulse
- initial
- interp
- inv
- isct, isdt
- isempty
- isproper
- issiso
- kalman
- kalmd
- lft
- lqgreg
- lqr
- lqrd
- lqry
- lsim
- ltimodels
- ltiprops
- ltiview
- lyap
- margin
- minreal
- modred
- ndims
- ngrid
- nichols
- norm
- nyquist
- obsv
- obsvf
- ord2
- pade
- parallel
- place
- pole
- pzmap
- reg
- reshape
- rlocus
- rss
- series
- set
- sgrid
- sigma
- sisotool
- size
- sminreal
- ss
- ss2ss
- ssbal
- ssdata
- stack
- step
- tf
- tfdata
- totaldelay
- zero
- zgrid
- zpk
- zpkdata
- Index
covar
16-44
Note that is well defined for nonzero in the discrete case.
Limitations The state and output covariances are defined for stable systems only. For
continuous systems, the output response covariance is finite only when the
matrix is zero (strictly proper system).
See Also dlyap Solver for discrete-time Lyapunov equations
lyap Solver for continuous-time Lyapunov equations
References [1]Bryson,A.E.andY.C.Ho,Applied Optimal Control, Hemisphere
Publishing, 1975, pp. 458-459.
PD
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