Revision: 10656
http://octave.svn.sourceforge.net/octave/?rev=10656&view=rev
Author: paramaniac
Date: 2012-06-22 05:34:37 +0000 (Fri, 22 Jun 2012)
Log Message:
-----------
control: rename a variable in dlqe
Modified Paths:
--------------
trunk/octave-forge/main/control/inst/dlqe.m
Modified: trunk/octave-forge/main/control/inst/dlqe.m
===================================================================
--- trunk/octave-forge/main/control/inst/dlqe.m 2012-06-21 23:13:45 UTC (rev 10655)
+++ trunk/octave-forge/main/control/inst/dlqe.m 2012-06-22 05:34:37 UTC (rev 10656)
@@ -17,10 +17,10 @@
## along with LTI Syncope. If not, see <http://www.gnu.org/licenses/>.
## -*- texinfo -*-
-## @deftypefn {Function File} {[@var{l}, @var{p}, @var{z}, @var{e}] =} dlqe (@var{a}, @var{g}, @var{c}, @var{q}, @var{r})
-## @deftypefnx {Function File} {[@var{l}, @var{p}, @var{z}, @var{e}] =} dlqe (@var{a}, @var{g}, @var{c}, @var{q}, @var{r}, @var{s})
-## @deftypefnx {Function File} {[@var{l}, @var{p}, @var{z}, @var{e}] =} dlqe (@var{a}, @var{[]}, @var{c}, @var{q}, @var{r})
-## @deftypefnx {Function File} {[@var{l}, @var{p}, @var{z}, @var{e}] =} dlqe (@var{a}, @var{[]}, @var{c}, @var{q}, @var{r}, @var{s})
+## @deftypefn {Function File} {[@var{m}, @var{p}, @var{z}, @var{e}] =} dlqe (@var{a}, @var{g}, @var{c}, @var{q}, @var{r})
+## @deftypefnx {Function File} {[@var{m}, @var{p}, @var{z}, @var{e}] =} dlqe (@var{a}, @var{g}, @var{c}, @var{q}, @var{r}, @var{s})
+## @deftypefnx {Function File} {[@var{m}, @var{p}, @var{z}, @var{e}] =} dlqe (@var{a}, @var{[]}, @var{c}, @var{q}, @var{r})
+## @deftypefnx {Function File} {[@var{m}, @var{p}, @var{z}, @var{e}] =} dlqe (@var{a}, @var{[]}, @var{c}, @var{q}, @var{r}, @var{s})
## Kalman filter for discrete-time systems.
##
## @example
@@ -50,7 +50,7 @@
##
## @strong{Outputs}
## @table @var
-## @item l
+## @item m
## Kalman filter gain matrix (n-by-p).
## @item p
## Unique stabilizing solution of the discrete-time Riccati equation (n-by-n).
@@ -64,16 +64,16 @@
## @strong{Equations}
## @example
## @group
-## x[k|k] = x[k|k-1] + L(y[k] - Cx[k|k-1] -Du[k])
+## x[k|k] = x[k|k-1] + M(y[k] - Cx[k|k-1] - Du[k])
##
## x[k+1|k] = Ax[k|k] + Bu[k] for S=0
##
## x[k+1|k] = Ax[k|k] + Bu[k] + G*S*(C*P*C' + R)^-1*(y[k] - C*x[k|k-1]) for non-zero S
##
##
-## E = eig(A - A*L*C) for S=0
+## E = eig(A - A*M*C) for S=0
##
-## E = eig(A - A*L*C - G*S*(C*P*C' + Rv)^-1*C) for non-zero S
+## E = eig(A - A*M*C - G*S*(C*P*C' + Rv)^-1*C) for non-zero S
##
## @end group
## @end example
@@ -84,7 +84,7 @@
## Created: April 2012
## Version: 0.1
-function [l, p, z, e] = dlqe (a, g, c, q, r, s = [])
+function [m, p, z, e] = dlqe (a, g, c, q, r, s = [])
if (nargin < 5 || nargin > 6)
print_usage ();
@@ -104,8 +104,9 @@
[~, p, e] = dlqr (a.', c.', g*q*g.', r, g*s);
endif
- l = p*c.' / (c*p*c.' + r);
+ m = p*c.' / (c*p*c.' + r);
- z = p - l*c*p;
+ z = p - m*c*p;
+ z = (z + z.') / 2;
endfunction
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