Solving steady state Kalman riccati equation

1 回表示 (過去 30 日間)
Deepayan Bhadra
Deepayan Bhadra 2014 年 5 月 15 日
回答済み: John Petersen 2015 年 1 月 2 日
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?

サインインしてこの質問に回答する。

回答 (1 件)

John Petersen
John Petersen 2015 年 1 月 2 日
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.

カテゴリ

Help Center および File Exchange で Matrix Computations についてさらに検索

タグ

Community Treasure Hunt

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

Start Hunting!

Translated by