- Function File: [p, q] = covar (sys, w)
Return the steady-state covariance.
Inputs
- sys
LTI model.
- w
Intensity of Gaussian white noise inputs which drive sys.
Outputs
- p
Output covariance.
- q
State covariance.
See also: lyap, dlyap.
Package: control
Return the steady-state covariance.
Inputs
LTI model.
Intensity of Gaussian white noise inputs which drive sys.
Outputs
Output covariance.
State covariance.
See also: lyap, dlyap.
Package: control