kalman
Control Systems
Steady-state Kalman filter gain, computed via LQR duality. Qn is process noise covariance, Rn is measurement noise covariance.
Syntax
[Kf, P, e] = kalman(A, C, Qn, Rn)
Examples
[Kf, P, e] = kalman(A, C, eye(3), 1)▶ Run
See Also
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