Web-Based Control System Analysis and Design

Kalman Estimator Design

DESCRIPTION:

This function calculates observer gain matrix of the Kalman filter for the continuous-time systems.
with process noise and measurement white noise w, v satisfying
The function returns the observer gain matrix L such that the stationary Kalman filter
produces an optimal state estimate of x using the sensor measurements y.

Please select a model to represent the system:

System Model:

State-space equations

System Type:

Continuous-time.