LQEstimatorGains

LQEstimatorGains[ssm,{w,v}] gives the optimal estimator gain matrix for the StateSpaceModel ssm, with process and measurement noise covariance matrices w and v.

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

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

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

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