DQCE:

Path: Common/Control

%  Create an optimal estimator.

   Create an optimal estimator given a discrete time model of the form

   x[k+1] = phi x[k] + gamma w

   The estimator will be of the form

   xE = phi*xE + gamma*u + k*(y-h*xE)

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   Form:
   k = DQCE( phi, gamma, h, rw, rv )
--------------------------------------------------------------------------

   ------
   Inputs
   ------
   phi                 State transition matrix
   gamma               Input matrix for plant noise
   h                   Measurement matrix
   rw                  Process noise
   rv                  Measurement noise

   -------
   Outputs
   -------
   k		            Optimal gain

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   References:   Franklin, G.F., J.D. Powell, M.L. Workman, Digital Control
                 of Dynamic Systems, 2nd Edition, Addison-Wesley, 1990,
                 p. 452.
--------------------------------------------------------------------------

Children:

Common: Control/DRiccati

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