covar (Control Design and Simulation Module, MathScript Function)
Member of the dynchar class.
Syntax
R = covar(SysIn, Q)
[R, S] = covar(SysIn, Q)
Description
Returns the covariance of the outputs when Gaussian white noise excites the SysIn system model. This function also returns the covariance of the states if the SysIn model is in state-space form.
Inputs
| Name | Description |
| SysIn | Specifies a linear time-invariant (LTI) model in transfer function, zero-pole-gain, or state-space form. |
| Q | Specifies the Gaussian white noise intensity matrix if the input model is continuous. If the input model is discrete, Q specifies the Gaussian white noise covariance matrix. Q must be a real matrix that is symmetric and positive semi-definite. |
Outputs
| Name | Description |
| R | Returns the covariance of the outputs when Gaussian white noise excites the SysIn model. R is a real matrix. |
| S | Returns the covariance of the states when Gaussian white noise excites the SysIn model. This function returns S only if SysIn is in state-space form. S is a real matrix. |
Examples
SysIn = ss([-1, 0; 1, -2], [1, 0]', [0, 1], 0)Q = 0.1
[R, S] = covar(SysIn, Q)