Solving steady state Kalman riccati equation

2 Ansichten (letzte 30 Tage)
Deepayan Bhadra
Deepayan Bhadra am 15 Mai 2014
Beantwortet: John Petersen am 2 Jan. 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?

Melden Sie sich an, um diese Frage zu beantworten.

Antworten (1)

John Petersen
John Petersen am 2 Jan. 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.

Kategorien

Mehr zu Matrix Computations finden Sie in Help Center und File Exchange

Tags

Community Treasure Hunt

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

Start Hunting!

Translated by