KalmanEstimator

KalmanEstimator[ssm,{w,v}] constructs the Kalman estimator for the StateSpaceModel ssm with process and measurement noise covariance matrices w and v. 

KalmanEstimator[ssm,{w,v,h}] includes the cross-covariance matrix h.

KalmanEstimator[{ssm,sensors},{…}] specifies sensors as the noisy measurements of ssm.

KalmanEstimator[{ssm,sensors,dinputs},{…}] specifies dinputs as the deterministic inputs of ssm.

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