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Copy file name to clipboardExpand all lines: src/lqg.jl
+24-9Lines changed: 24 additions & 9 deletions
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@@ -271,6 +271,7 @@ function extended_controller(K::AbstractStateSpace)
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end
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"""
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extended_controller(P::StateSpace, L, K; z = nothing)
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extended_controller(l::LQGProblem, L = lqr(l), K = kalman(l); z = nothing)
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Returns a statespace system representing the controller that is obtained when state-feedback `u = L(xᵣ-x̂)` is combined with a Kalman filter with gain `K` that produces state estimates x̂. The controller is an instance of `ExtendedStateSpace` where `C2 = -L, D21 = L` and `B2 = K`.
@@ -291,8 +292,7 @@ system_mapping(Ce) == -C
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Please note, without the reference pre-filter, the DC gain from references to controlled outputs may not be identity. If a vector of output indices is provided through the keyword argument `z`, the closed-loop system from state reference `xᵣ` to outputs `z` is returned as a second return argument. The inverse of the DC-gain of this closed-loop system may be useful to compensate for the DC-gain of the controller.
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