KalmanFilter
sskf.m
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1 function [P] = sskf(A,C,Q,R);
2 %return steady covariance solution of continuous
3 %algebraic Riccati solution
4 %INPUT:
5 % A: nxn matrix
6 % C: mxn matrix (m <= n)
7 % Q: nxn matrix
8 % R: mxm matrix
9 %
10 %OUTPUT:
11 % P: solution matrix P to continuous algebraic Riccati equation
12  [P L G] = care(A',C',Q,R);
13 end
function sskf(in A, in C, in Q, in R)