Dear All,

I am trying to calculation Kalman gain for the following system,

R=73; C=220e-6; L=450e-6; Rl=0.3;

Ts=2.5e-6;

A1=[-Rl/L -1/L; 1/C -1/R*C];

A1d0=[0 0; 0 -1/R*C];

A2=[0 1/L; -1/C 0];

B1=[1/L ; 0];

B1d0=[0 ; 0];

E1= eye(2) + (A1 + A2)*Ts;

E2=eye(2) + A1*Ts;

E4=eye(2) + A1d0*Ts;

E3=(1/Ts)*(0.5*E2 + 0.5*E4);

F1=B1*Ts;

F2=B1*Ts;

F3=B1d0*0.5*Ts;

E1a= [E1 zeros(2); zeros(2) eye(2)];

E2a= [E2 zeros(2); zeros(2) eye(2)];

E3a= [E3 zeros(2); zeros(2) eye(2)];

E4a= [E4 zeros(2); zeros(2) eye(2)];

F1a= [F1' 0 0]';

F2a= [F2' 0 0]';

F3a= [F3' 0 0]';

F4a= [0 0 0 0]';

Ga= [eye(2) eye(2)];

S1=ss(E1a, F1a, Ga, 0, -1);

S2=ss(E2a, F2a, Ga, 0, -1);

S3=ss(E3a, F3a, Ga, 0, -1);

S4=ss(E4a, F4a, Ga, 0, -1);

q=[0.1 0.1 50 50];

r=[1 1];

Q= diag(q);

R= diag(r);

[~,K1,~] = kalman(S1, Q, R);

[~,K2,~] = kalman(S2, Q, R);

[~,K3,~] = kalman(S3, Q, R);

[~,K4,~] = kalman(S4, Q, R);

using this syntax 

[kest,L,P] = kalman(sys,Qn,Rn,Nn)

Although, Q is an 4*4 real and square matrices, but the code still giving this error,

""Error using ss/kalman (line 101)

In the "kalman(SYS,QN,RN,NN,...)" command, QN must be a real square matrix with at most 1 rows.

Error in adnanan (line 33)

[~,K1,~] = kalman(S1, Q, R);""

Need yours help and suggestions.

Regards,

Adnan Ahmad