User`s guide

LQG Regulation
9-41
simulation, and derive equivalent discrete white noise inputs for this sampling
rate.
dt = 0.01
t = 0:dt:50 % time samples
% Generate unit-covariance driving noise wx = [w-ex;w-ix].
% Equivalent discrete covariance is 1/dt
wx = sqrt(1/dt) * randn(2,length(t))
lsim(Px(1,2:3),':',clx(1,2:3),'-',wx,t)
The dotted lines correspond to the open-loop response. In this simulation, the
LQG regulation reduces the peak thickness variation by a factor 4.