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Confusing description of built-in estimator noise model on MPC documentation page

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Bill Tubbs
Bill Tubbs 2022-10-18
编辑： Bill Tubbs 2022-10-18
I'm confused by the following text which appears on the documentation page: 'Implement Custom State Estimator Equivalent to Built-In Kalman Filter':
In this scenario, there are three additive noises in the Kalman filter design: (1) process noise added to the manipulated variable; (2) process noise added to the input of God; (3) measurement noise added to the input of Gmn:
[ Gd.B(1) 0 0 ] [ wn1 ]
w[k] = [ Gd.B(2) 0 0 ] * [ wn2 ] = B_est * white noise
[ 0 God.B 0 ] [ wn3 ]
v[k] = [ Gd.D God.D Gmn.D ] * wn4 = D_est * white noise
To me, it looks like there are 4 white noises (wn1, wn2, wn3, wn4), not 3. It would make sense to me if it was written instead as:
[ Gd.B(1) 0 0 ] [ wn1 ]
w[k] = [ Gd.B(2) 0 0 ] * [ wn2 ] = B_est * white noise
[ 0 God.B 0 ] [ wn3 ]
[ wn1 ]
v[k] = [ Gd.D God.D Gmn.D ] * [ wn2 ] = D_est * white noise
[ wn3 ]
Maybe I am misunderstanding it.
For info, when I run the code, I get size(B_est) is 3x3 and size(D_est) is 1x3.

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