DiscreteLQEstimatorGains

DiscreteLQEstimatorGains[ssm,{w,v},τ] gives the optimal discrete-time estimator gain matrix with sampling period τ for the continuous-time StateSpaceModel ssm, with process and measurement noise covariance matrices w and v.

DiscreteLQEstimatorGains[{ssm,sensors},{w,v},τ] specifies sensors as the noisy measurements of ssm.

DiscreteLQEstimatorGains[{ssm,sensors,dinputs},{w,v},τ] specifies dinputs as the deterministic inputs of ssm.

Please visit the official Wolfram Language Reference for more details and examples on core symbols.