fix up equations in stochsys · python-control/python-control@e65750a

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@@ -36,24 +36,24 @@

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# contributed by Sawyer B. Fuller <minster@uw.edu>

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def lqe(*args, **kwargs):

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"""lqe(A, G, C, QN, RN, [, NN])

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r"""lqe(A, G, C, QN, RN, [, NN])

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Linear quadratic estimator design (Kalman filter) for continuous-time

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systems. Given the system

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.. math::

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x &= Ax + Bu + Gw \\\\

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dx/dt &= Ax + Bu + Gw \\

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y &= Cx + Du + v

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with unbiased process noise w and measurement noise v with covariances

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.. math:: E{ww'} = QN, E{vv'} = RN, E{wv'} = NN

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.. math:: E\{w w^T\} = QN, E\{v v^T\} = RN, E\{w v^T\} = NN

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The lqe() function computes the observer gain matrix L such that the

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stationary (non-time-varying) Kalman filter

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.. math:: x_e = A x_e + B u + L(y - C x_e - D u)

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.. math:: dx_e/dt = A x_e + B u + L(y - C x_e - D u)

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produces a state estimate x_e that minimizes the expected squared error

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using the sensor measurements y. The noise cross-correlation `NN` is

@@ -195,7 +195,7 @@ def dlqe(*args, **kwargs):

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with unbiased process noise w and measurement noise v with covariances

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.. math:: E{ww'} = QN, E{vv'} = RN, E{wv'} = NN

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.. math:: E\{w w^T\} = QN, E\{v v^T\} = RN, E\{w v^T\} = NN

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The dlqe() function computes the observer gain matrix L such that the

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stationary (non-time-varying) Kalman filter