User`s guide

estim
11-70
11estim
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- sp ace form (SS obj ect ). For a
continuous-time plant
sys with equations
estim gene rates plant output and st at e es timate s and as given by the
followi ng m ode l.
The discre te-t ime e stimato r has similar equat ions.
est = estim(sys,L,sensors,known) handles more general plants sys with
both known i nputs a nd stochastic inputs , and both measured outputs
and nonmeasured outputs .
The index vectors
sensors and known specify which outputs are measured
and which i nput s are know n. T he res ulting estimator
est uses both and
to pro duc e th e output a nd state estim at es .
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
=
u
w
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
u
u
y