Error in lqe documentation

[A S Hodel]

The current lqe documentation reads:

lqe is the user-defined function from the file

/sw/share/octave/2.1.71/m/control/base/lqe.m

-- Function File: [K, P, E] = lqe (A, G, C, SIGW, SIGV, Z)

     Construct the linear quadratic estimator (Kalman filter) for the

     continuous time system

          dx

          -- = a x + b u

          dt

          y = c x + d u

The differential equations listed are incorrect and do not correspond to the input parameters.  They should be

          dx

          -- = a x + G w

          dt

          y = c x + v

A S Hodel http://homepage.mac.com/hodelas

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