Clear Filters
Clear Filters

Error using Kalman function - cannot compute stabilizing Riccati solution

10 views (last 30 days)
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.
  4 Comments
Emir Acevedo
Emir Acevedo on 13 Sep 2022
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.

Sign in to comment.

Answers (1)

Ivo Houtzager
Ivo Houtzager on 17 Apr 2023
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);
  2 Comments
rajesh r
rajesh r on 17 Apr 2023
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
Ivo Houtzager on 17 Apr 2023
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.

Sign in to comment.

Products


Release

R2020a

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!