Web-Based Control System Analysis and Design
## Kalman Estimator Design

#### DESCRIPTION:

This function calculates observer gain matrix of the Kalman filter for the continuous-time systems.
with process noise and measurement white noise **w, v** satisfying
The function returns the observer gain matrix **L** such that the stationary Kalman filter
produces an optimal state estimate of **x** using the sensor measurements **y**.

Please select a model to represent the system: