User`s guide

Table Of Contents
9 Design Case Studies
9-62
Compare with the estimation error covariance derived from the experimental
data. Type
EstErr = y–ye;
EstErrCov = sum(EstErr.*EstErr)/length(EstErr)
EstErrCov =
0.2718
This value is smaller than the theoretical value errcov and close to the value
obtained for the steady-state design.
Finally, note that the final value and the steady-state value of the
innovation gain matrix coincide.
Mn, M
Mn =
0.3798
0.0817
–0.2570
M =
0.3798
0.0817
–0.2570
Mn
[]
M