Error using Kalman function - cannot compute stabilizing Riccati solution

Question

Arhant Sethia 2020-5-21

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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/528593-error-using-kalman-function-cannot-compute-stabilizing-riccati-solution

评论： Ivo Houtzager 2023-4-17

Please see below a snippet of my code:

sys=ss(A_ae_control,B_ae_control,C_ae_control,0);
Qn=0.0001;
Rn=0.01*eye(size(C_ae_control,1));
[kest,L,P]=kalman(sys,Qn,Rn);

I can't seem to figure out why this won't run. I keep getting the following error:

Cannot compute the stabilizing Riccati solution P for the Kalman filter.

This could be because:

* RN is singular,

* [QN NN;NN' RN] needs to be positive definite,

* The E matrix in the state equation is singular.

Any insight would be appreciated. I have attached my A, B and C matrices.

Also, is it possible to somehow create a Kalman estimator without any measurement noise (only a disturbance). I tried setting Rn to 0 but not sure why this does not work.

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Emir Acevedo 2022-9-13

I had designing a LQR controller and after an Kalman Filter. For mi satellite control, I used the same Q and R matrix in Ricatti to solve Kest. May that can fix your problem.

Regards.

rajesh r 2023-4-17

Did you sort-out this problem?

I am also getting same issue.

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Answer 1

Ivo Houtzager 2023-4-17

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Your state-space model is probably not a minimal realization, in other words not fully obervable or not fully controllable. Perform the function minreal to remove unobservable or uncontrollable states.

sys=ss(A_ae_control,B_ae_control,C_ae_control,0);
sys=minreal(sys);
Qn=0.0001;
Rn=0.01*eye(size(C_ae_control,1));
[kest,L,P]=kalman(sys,Qn,Rn);

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rajesh r 2023-4-17

My model is:

A = [1 0.01; 0 1];

B = [0 ; 0];

C= [1 0];

D = 0;

after minreal,

the complete A matrix is zero

Ivo Houtzager 2023-4-17

You have no inputs defined, because both B and D are zero. Thus your model is fully uncontrollable. So you have review your model inputs for correctness.

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