Design Case Studies |
This final case study illustrates the use of the Control System Toolbox for Kalman filter design and simulation. Both steady-state and time-varying Kalman filters are considered.
with additive Gaussian noise on the input and data
Our goal is to design a Kalman filter that estimates the output given the inputs and the noisy output measurements
where is some Gaussian white noise.
MIMO LQG Design | Discrete Kalman Filter |