KALMAN FILTER noise data

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Mojtaba Hasanzadeh
Mojtaba Hasanzadeh 2013-2-16
Hello I want to design a kalman filter for a plant and I used white the gaussian noise block for process and measurement noises(v & w).The problem is that I dont know how to compute Qn,Rn and in the command : [kest,L,P] = kalman(sys,Qn,Rn,Nn) Regarding that its written as E(wwT),E(vvT) & E(vw) in matlab help,are they Covariance or Expected Values? And how can I calculate them? Can anyone help me?
Thanks

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Youssef Khmou
Youssef Khmou 2013-2-16

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