@@ -36,8 +36,8 @@ struct SteadyKalmanFilter <: StateEstimator
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catch my_error
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if isa (my_error, ErrorException)
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error (" Cannot compute the optimal Kalman gain K for the " *
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- " SteadyKalmanFilter. You may try to remove integrators with nint_ym " *
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- " parameter or use the time-varying KalmanFilter." )
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+ " SteadyKalmanFilter. You may try to remove integrators with " *
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+ " nint_u/nint_ym parameter or use the time-varying KalmanFilter." )
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else
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rethrow ()
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end
@@ -236,7 +236,7 @@ The process model is identical to [`SteadyKalmanFilter`](@ref). The matrix
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``\m athbf{P̂}_k(k+1)`` is the estimation error covariance of `model` states augmented with
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the stochastic ones (specified by `nint_ym`). Three keyword arguments modify its initial
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value with ``\m athbf{P̂}_{-1}(0) =
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- \m athrm{diag}\{ \m athbf{Q }(0), \m athbf{Q_ {int_{u}}}(0), \m athbf{Q_ {int_{ym}}} \} ``.
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+ \m athrm{diag}\{ \m athbf{P }(0), \m athbf{P_ {int_{u}}}(0), \m athbf{P_ {int_{ym}}} \} ``.
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# Arguments
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- `model::LinModel` : (deterministic) model for the estimations.
@@ -245,8 +245,8 @@ value with ``\mathbf{P̂}_{-1}(0) =
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- `σP0int_u=fill(1,sum(nint_u))` : same than `σP0` but for the unmeasured disturbances at
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manipulated inputs ``\m athbf{P_{int_u}}`` (composed of integrators).
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covariance ``\m athbf{P_{int}}(0)`` (composed of output integrators).
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- - `σQint_ym =fill(1,sum(nint_u ))` : same than `σP0` but for the unmeasured disturbances at
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- measured outputs ``\m athbf{Q_ {int_{ym}}}`` (composed of integrators).
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+ - `σP0int_ym =fill(1,sum(nint_ym ))` : same than `σP0` but for the unmeasured disturbances at
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+ measured outputs ``\m athbf{P_ {int_{ym}}}`` (composed of integrators).
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- `<keyword arguments>` of [`SteadyKalmanFilter`](@ref) constructor.
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# Examples
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