10.6 Discrete Estimator by Emulation of Continuous Design
The function DiscreteLQEstimatorGains is similar in purpose to DiscreteLQRegulatorGains (see Section 10.4); it is applicable when the optimal estimator has been designed for a continuous system and one needs to create a discrete equivalent. DiscreteLQEstimatorGains first finds the discrete equivalents of the covariance matrices for process and measurement noises using the algorithm described in Franklin et al. (1990), Section 9.5.3. Then it converts the continuous system to a discrete one, and finally performs the discrete estimator design using LQEstimatorGains. DiscreteLQEstimatorGains accepts the same options as LQEstimatorGains and shares the same restrictions. In addition, it accepts the options related to ToDiscreteTime.
Finding the discrete equivalent of the continuous optimal estimator.
This finds the discrete estimator gains for the continuous system antenna.