[L, P, Z, E] = LQED(A, G, C, Q, R, Ts)
| Parameter | Description |
|---|---|
| A | State matrix: n x n matrix. |
| G | Defines a matrix linking the process noise to the states. |
| C | The output matrix, with dimensions (q x n), where q is the number of outputs. |
| Q | State-cost weighted matrix |
| R | Input-cost weighted matrix |
| N | Optional cross term matrix: 0 by default. |
| Ts | sample time: scalare. |
| Parameter | Description |
|---|---|
| L | Kalman gain matrix. |
| P | Solution of the Discrete Algebraic Riccati Equation. |
| E | Closed-loop pole locations |
| Z | Discrete estimator poles |
[L, P, Z, E] = LQED(A, G, C, Q, R, Ts) Calculates the discrete Kalman gain matrix L to minimize the discrete estimation error, equivalent to the estimation error in the continuous system.
A = [10 1.2; 3.3 4];
B = [5 0; 0 6];
C = B;
D = [0,0;0,0];
R = [2,0;0,3];
Q = [5,0;0,4];
G = [6,0;0,7];
Ts = 0.004;
[L, P, Z, E] = lqed(A, G, C, Q, R, Ts)| Version | Description |
|---|---|
| 1.0.0 | initial version |