Mercurial > forge
changeset 10468:6aa565f44517 octave-forge
control: doc fixes
author | paramaniac |
---|---|
date | Thu, 21 Jun 2012 11:26:26 +0000 |
parents | 848d11eac260 |
children | aac7f2749d25 |
files | main/control/inst/dlqe.m main/control/inst/lqe.m |
diffstat | 2 files changed, 14 insertions(+), 8 deletions(-) [+] |
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--- a/main/control/inst/dlqe.m Thu Jun 21 09:21:55 2012 +0000 +++ b/main/control/inst/dlqe.m Thu Jun 21 11:26:26 2012 +0000 @@ -17,10 +17,10 @@ ## along with LTI Syncope. If not, see <http://www.gnu.org/licenses/>. ## -*- texinfo -*- -## @deftypefn {Function File} {[@var{l}, @var{p}, @var{z}, @var{e}] =} lqe (@var{a}, @var{g}, @var{c}, @var{q}, @var{r}) -## @deftypefnx {Function File} {[@var{l}, @var{p}, @var{z}, @var{e}] =} lqe (@var{a}, @var{g}, @var{c}, @var{q}, @var{r}, @var{s}) -## @deftypefnx {Function File} {[@var{l}, @var{p}, @var{z}, @var{e}] =} lqe (@var{a}, @var{[]}, @var{c}, @var{q}, @var{r}) -## @deftypefnx {Function File} {[@var{l}, @var{p}, @var{z}, @var{e}] =} lqe (@var{a}, @var{[]}, @var{c}, @var{q}, @var{r}, @var{s}) +## @deftypefn {Function File} {[@var{l}, @var{p}, @var{z}, @var{e}] =} dlqe (@var{a}, @var{g}, @var{c}, @var{q}, @var{r}) +## @deftypefnx {Function File} {[@var{l}, @var{p}, @var{z}, @var{e}] =} dlqe (@var{a}, @var{g}, @var{c}, @var{q}, @var{r}, @var{s}) +## @deftypefnx {Function File} {[@var{l}, @var{p}, @var{z}, @var{e}] =} dlqe (@var{a}, @var{[]}, @var{c}, @var{q}, @var{r}) +## @deftypefnx {Function File} {[@var{l}, @var{p}, @var{z}, @var{e}] =} dlqe (@var{a}, @var{[]}, @var{c}, @var{q}, @var{r}, @var{s}) ## Kalman filter for discrete-time systems. ## ## @example @@ -33,8 +33,6 @@ ## ## @strong{Inputs} ## @table @var -## @item sys -## Continuous or discrete-time LTI model (p-by-m, n states). ## @item a ## State transition matrix of discrete-time system (n-by-n). ## @item g @@ -46,7 +44,8 @@ ## @item r ## Measurement noise covariance matrix (p-by-p). ## @item s -## Optional cross term covariance matrix (g-by-p), s = cov(w,v) If @var{s} is not specified, a zero matrix is assumed. +## Optional cross term covariance matrix (g-by-p), s = cov(w,v). +## If @var{s} is not specified, a zero matrix is assumed. ## @end table ## ## @strong{Outputs} @@ -55,6 +54,7 @@ ## Kalman filter gain matrix (n-by-p). ## @item p ## Unique stabilizing solution of the discrete-time Riccati equation (n-by-n). +## Symmetric matrix. ## @item z ## Error covariance (n-by-n), cov(x(k|k)-x) ## @item e
--- a/main/control/inst/lqe.m Thu Jun 21 09:21:55 2012 +0000 +++ b/main/control/inst/lqe.m Thu Jun 21 11:26:26 2012 +0000 @@ -49,7 +49,8 @@ ## @item r ## Measurement noise covariance matrix (p-by-p). ## @item s -## Optional cross term covariance matrix (g-by-p), s = cov(w,v) If @var{s} is not specified, a zero matrix is assumed. +## Optional cross term covariance matrix (g-by-p), s = cov(w,v). +## If @var{s} is not specified, a zero matrix is assumed. ## @end table ## ## @strong{Outputs} @@ -58,6 +59,8 @@ ## Kalman filter gain matrix (n-by-p). ## @item p ## Unique stabilizing solution of the continuous-time Riccati equation (n-by-n). +## Symmetric matrix. If @var{sys} is a discrete-time model, the solution of the +## corresponding discrete-time Riccati equation is returned. ## @item e ## Closed-loop poles (n-by-1). ## @end table @@ -102,5 +105,8 @@ endif l = l.'; + + ## NOTE: for discrete-time sys, the solution L' from DARE + ## is different to L from DLQE (a, s) endfunction