From: <par...@us...> - 2012-06-11 10:31:34
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Revision: 10613 http://octave.svn.sourceforge.net/octave/?rev=10613&view=rev Author: paramaniac Date: 2012-06-11 10:31:23 +0000 (Mon, 11 Jun 2012) Log Message: ----------- control-devel: minor changes in comments Modified Paths: -------------- trunk/octave-forge/extra/control-devel/inst/__slicot_identification__.m Modified: trunk/octave-forge/extra/control-devel/inst/__slicot_identification__.m =================================================================== --- trunk/octave-forge/extra/control-devel/inst/__slicot_identification__.m 2012-06-11 07:29:39 UTC (rev 10612) +++ trunk/octave-forge/extra/control-devel/inst/__slicot_identification__.m 2012-06-11 10:31:23 UTC (rev 10613) @@ -135,7 +135,9 @@ ## perform system identification [a, b, c, d, q, ry, s, k, x0] = slident (dat.y, dat.u, nobr, n, meth, alg, conct, ctrl, rcond, tol); - ## L L' = Ry, e = L v, v becomes white noise with identity covariance matrix + ## compute noise variance matrix factor L + ## L L' = Ry, e = L v + ## v becomes white noise with identity covariance matrix l = chol (ry, "lower"); ## assemble model @@ -169,6 +171,7 @@ ## state covariance matrix Q ## output covariance matrix Ry ## state-output cross-covariance matrix S + ## noise variance matrix factor L info = struct ("K", k, "Q", q, "Ry", ry, "S", s, "L", l); endfunction This was sent by the SourceForge.net collaborative development platform, the world's largest Open Source development site. |