Specifications

kalmd
16-113
16kalmd
Purpose Design discrete Kalman estimator for continuous plant
Syntax [kest,L,P,M,Z] = kalmd(sys,Qn,Rn,Ts)
Description kalmd designs a discrete-time Kalman estimator that has response
characteristics similar to a continuous-time estimator designed with
kalman.
This command is useful to derive a discrete estimator for digital
implementation after a satisfactory continuous estimator has been designed.
[kest,L,P,M,Z] = kalmd(sys,Qn,Rn,Ts) produces a discrete Kalman
estimator
kest with sample time Ts for the continuous-time plant
with process noise and measurement noise satisfying
The estimator
kest is derived as follows. The continuous plant sys is first
discretized using zero-order hold with sample time
Ts (see c2d entry), and the
continuous noisecovariancematrices and arereplacedbytheirdiscrete
equivalents
The integral is computed using the matrix exponential formulas in [2]. A
discrete-timeestimator isthendesignedforthediscretizedplantandnoise. See
kalman for details on discrete-time Kalman estimation.
kalmd also returns the estimator gains L and M, and the discrete error
covariance matrices
P and Z (see kalman for details).
Limitations The discretized problem data should satisfy the requirements for kalman.
See Also kalman Design Kalman estimator
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