1 function [P] =
sskf(A,C,Q,R);
2 %
return steady covariance solution of continuous
3 %algebraic Riccati solution
6 % C: mxn matrix (m <= n)
11 % P: solution matrix P to continuous algebraic Riccati equation
12 [P L G] = care(A
',C',Q,R);
function sskf(in A, in C, in Q, in R)