Using "kalman" with a Zero B matrix

I am trying to use the "kalman" command to compute the steady-state gains for a Kalman filter in a signal tracking problem. There are no inputs. So, the dynamic equations are:

X[k+1] = A*X[k]; Y[k] = C*X[k];

I feel like there should be a way to do this. Any ideas? Thanks!

Answer 1

[Arkadiy Turevskiy]

Yes, you can use kalman to design a Kalman filter for a system with no input u . Did you try it? Did you run into problems?

[John F]

I get an error that an internal matrix in the calculation is not positive definite.

Error using ss/kalman (line 167)
In the "kalman(SYS,QN,RN,NN,...)" command, the covariance matrix
    E{(H*w+v)(H*w+v)'} = [H,I]*[QN NN;NN' RN]*[H';I]
must be positive definite.

 I'm assuming I am framing the problem incorrectly.

[Arkadiy Turevskiy]

can you post your code?