3 C = [1, 0.1]; %observation matrix to obtain measurement y (y = C*x + noise)
4 A = [-1,0.2;-0.1,-1]; %(d/dt)x(t) = A*x(t)
5 R_c = [0.1^2]; %continuous sensor noise
6 Q_c = [0.001^2,0;0,0.001^2]; %continuous process noise
8 P_steady =
sskf(A,C,Q_c,R_c)
function sskf(in A, in C, in Q, in R)
