Specifications

estim
16-71
16estim
Purpose Form state estimator given estimator gain
Syntax est = estim(sys,L)
est = estim(sys,L,sensors,known)
Description est = estim(sys,L) produces a state/output estimator est given the plant
state-space model
sys and the estimator gain L. All inputs of sys are
assumed stochastic (process and/or measurement noise), and all outputs are
measured. The estimator
est is returned in state-space form (SS object). For a
continuous-time plant
sys with equations
estim generates plant output and state estimates and as given by the
following model.
The discrete-time estimator has similar equations.
est = estim(sys,L,sensors,known) handles more general plants sys with
both known inputs and stochastic inputs , and both measured outputs
and nonmeasured outputs .
The index vectors
sensors and known specify which outputs are measured
and which inputs are known. The resulting estimator
est uses both and
to produce the output and state estimates.
w
y
x
·
Ax Bw+=
yCxDw+=
y
ˆ
x
ˆ
x
ˆ
·
Ax
ˆ
Ly Cx
ˆ
–()
+=
y
ˆ
x
ˆ
C
I
x
ˆ
=
uw y
z
x
·
Ax B
1
wB
2
u++=
z
y
C
1
C
2
x
D
11
D
21
w
D
12
D
22
u++=
y
uu
y