Cannot compute the stabilizing Riccati solution P for the Kalman filter. \nThis could be because: \n * RN is singular, \
Posted: Tue Mar 02, 2021 5:15 pm
Cannot compute the stabilizing Riccati solution P for the Kalman filter. \nThis could be because: \n * RN is singular, \n * [QN NN;NN' RN] needs to be positive definite, \n * The E matrix in the state equation is singular.
Cannot compute a convergent Kalman filter (the Riccati solution P and gain matrix L are infinite). \nThis could be because: \n * A has unstable modes that are not observable through C, \n * The QN,RN,NN values are too large, \n * [QN NN;NN' RN] is indefinite, \n * The E matrix in the state equation is singular.
design
Cannot compute a convergent Kalman filter (the Riccati solution P and gain matrix L are infinite). \nThis could be because: \n * A has unstable modes that are not observable through C, \n * The QN,RN,NN values are too large, \n * [QN NN;NN' RN] is indefinite, \n * The E matrix in the state equation is singular.
design