Mercurial > octave-nkf
comparison scripts/control/lqe.m @ 76:c69be6819009
[project @ 1993-08-30 15:29:38 by jwe]
Initial revision
| author | jwe |
|---|---|
| date | Mon, 30 Aug 1993 15:29:38 +0000 |
| parents | |
| children | 16a24e76d6e0 |
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| 75:505c8b681f66 | 76:c69be6819009 |
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| 1 function [k, p, e] = lqe (a, g, c, sigw, sigv, zz) | |
| 2 | |
| 3 # Usage: [k, p, e] = lqe (A, G, C, SigW, SigV {,Z}) | |
| 4 # | |
| 5 # Linear quadratic estimator (Kalman filter) design for the | |
| 6 # continuous time system | |
| 7 # | |
| 8 # dx/dt = A x + B u + G w | |
| 9 # y = C x + D u + w | |
| 10 # | |
| 11 # where w, v are zero-mean gaussian noise processes with respective | |
| 12 # intensities SigW = cov (w, w) and SigV = cov (v, v). | |
| 13 # | |
| 14 # Z (if specified) is cov(w,v); otherwise cov(w,v) = 0. | |
| 15 # | |
| 16 # Observer structure is dz/dt = A z + B u + k( y - C z - D u). | |
| 17 # | |
| 18 # Returns: | |
| 19 # | |
| 20 # k = observer gain, (A - K C) is stable | |
| 21 # p = solution of algebraic Riccati equation | |
| 22 # e = closed loop poles of (A - K C) | |
| 23 | |
| 24 # Written by A. S. Hodel (scotte@eng.auburn.edu) August, 1993. | |
| 25 | |
| 26 if (nargin != 5 && nargin != 6) | |
| 27 error ("lqe: illegal number of arguments"); | |
| 28 endif | |
| 29 | |
| 30 # The problem is dual to the regulator design, so transform to lqr | |
| 31 # call. | |
| 32 | |
| 33 if (nargin == 5) | |
| 34 [k, p, e] = lqr (a', c', g*sigw*g', sigv); | |
| 35 else | |
| 36 [k, p, e] = lqr (a', c', g*sigw*g', sigv, g*zz); | |
| 37 endif | |
| 38 | |
| 39 endfunction |