User`s guide

kalman
11-111
for more general plants sys where the known inputs and stochastic inputs
are mixed together, and not all outputs are measured. The index vectors
sensors and known then specify which outputs of sys are measured and
which inputs are known. All other inputs are assumed s tochastic.
Example See examples on “Control Design Tools” on page 1-20, “LQG Design for the
x-Axis” on page 9-34, and “Kalman Filtering” on page 9-50.
Limitations The plant and noise data must satisfy:
• detectable
• and
• has no uncontrollable mode on the imaginary
axis (or unit circle in discrete time)
with the notation
See Also care Solve continuous-time Riccati equations
dare Solve discrete-time Riccati equations
estim Form estimator given estimator gain
kalmd Discrete Kalman estimator for continuous pla nt
lqgreg Assemble LQG regulator
lqr Design state-feedback LQ regulator
References [1] Franklin, G.F., J.D. Powell, andM.L. Workman, DigitalControlofDynamic
Systems, Second Edition, Addison-Wesley, 1990.
u
w
y
u
CA
,()
R0>
QNR
1
–
N
T
– 0≥
ANR
1
–
C– QNR
1
–
N
T
–,()
QGQG
T
=
RRHNN
T
H
T
HQH
T
++ +=
NGQH
T
N+()=