Azzera filtri
Azzera filtri

Solving steady state Kalman riccati equation

2 visualizzazioni (ultimi 30 giorni)
Deepayan Bhadra
Deepayan Bhadra il 15 Mag 2014
Risposto: John Petersen il 2 Gen 2015
In the equation, AP + PA' + Q - PC'*inv®*CP = 0, I know C=1,Q,R are constant 2x2 matrices and A = [0 -q(k);q(k) 0], how do I solve for P in terms of the other variables?

Risposte (1)

John Petersen
John Petersen il 2 Gen 2015
Just write out the equations. If it's 2x2 it shouldn't be too hard. Q and R are almost always diagonal. P is symmetric, so these simplify things quite a bit. Since C is 1, that disappears too.


Scopri di più su Matrix Computations in Help Center e File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by