I am trying to implement and LQG regulator, but for some reason I get an error related to the "kalman" function. A snippet of my code is as follows:
sys=ss(A_ae_control,[B_ae_control(:,1) B_ae_control(:,2)],C_ae_control,0);
Qn=0.7;
Rn=0.01*eye(size(A_ae_control,1));
kest=kalman(sys,Qn,Rn);
The variable B_ae_control has 2 columns, with the first column corresponding to the control input and the second column corresponding to the random noise input. The code seems to run when I set Qn to be a 2x2 matrix, but I don't see why this should be the case since I have only one noise input. I get the following error message when I run the above code:
The "kalman" command could not compute a convergent Kalman estimator for this plant model and
covariance data. To remedy the problem:
1. Make sure that all unstable poles of A are observable through C (use MINREAL to check)
2. Modify the weights QN and RN to make [G 0;H I]*[Qn Nn;Nn' Rn]*[G 0;H I]' positive definite (use EIG
to check positivity)
I have tried checking the observability and controllability of the system but I am not sure what else to do. Any insight would be appreciated!
