Solving steady state Kalman riccati equation

7 vues (au cours des 30 derniers jours)
Deepayan Bhadra
Deepayan Bhadra le 15 Mai 2014
Réponse apportée : John Petersen le 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?

Connectez-vous pour répondre à cette question.

Réponses (1)

John Petersen
John Petersen le 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.

Catégories

En savoir plus sur State-Space Control Design dans Help Center et File Exchange

Tags

Community Treasure Hunt

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

Start Hunting!

Translated by