@@ -11,12 +11,12 @@ manipulated input and measured outputs. The function returns the state-space mat
1111```math
1212\b egin{aligned}
1313\m athbf{x_{s}}(k+1) &= \m athbf{A_s x_s}(k) + \m athbf{B_s e}(k) \\
14- \m athbf{y_{s_{u}}}(k) &= \m athbf{C_{s_{u}} x_s}(k) \\
15- \m athbf{y_{s_{ym }}}(k) &= \m athbf{C_{s_{ym }} x_s}(k)
14+ \m athbf{y_{s_{u}}}(k) &= \m athbf{C_{s_{u}} x_s}(k) \\
15+ \m athbf{y_{s_{y }}}(k) &= \m athbf{C_{s_{y }} x_s}(k)
1616\e nd{aligned}
1717```
1818where ``\m athbf{e}(k)`` is an unknown zero mean white noise and ``\m athbf{A_s} =
19- \m athrm{diag}(\m athbf{A_{s_{u}}, A_{s_{ym }}})``. The estimations does not use ``\m athbf{B_s}``,
19+ \m athrm{diag}(\m athbf{A_{s_{u}}, A_{s_{y }}})``. The estimations does not use ``\m athbf{B_s}``,
2020it is thus ignored. The function [`init_integrators`](@ref) builds the state-space matrices.
2121"""
2222function init_estimstoch (
@@ -119,7 +119,30 @@ returns the augmented matrices `Â`, `B̂u`, `Ĉ`, `B̂d` and `D̂d`:
119119```
120120An error is thrown if the augmented model is not observable and `verify_obsv == true`. The
121121augmented operating points `x̂op` and `f̂op` are simply ``\m athbf{x_{op}}`` and
122- ``\m athbf{f_{op}}`` vectors appended with zeros (see [`setop!`](@ref)).
122+ ``\m athbf{f_{op}}`` vectors appended with zeros (see [`setop!`](@ref)). See Extended Help
123+ for a detailed definition of the augmented matrices.
124+
125+ # Extended Help
126+ !!! details "Extended Help"
127+ Using the `As`, `Cs_u` and `Cs_y` matrices of the stochastic model provided in argument
128+ and the `model.A`, `model.Bu`, `model.Bd`, `model.C`, `model.Dd` matrices, the
129+ state-space matrices of the augmented model are defined as follows:
130+ ```math
131+ \b egin{aligned}
132+ \m athbf{Â} &= \b egin{bmatrix}
133+ \m athbf{A} & \m athbf{B_u C_{s_u}} \\
134+ \m athbf{0} & \m athbf{A_s} \e nd{bmatrix} \\
135+ \m athbf{B̂_u} &= \b egin{bmatrix}
136+ \m athbf{B_u} \\
137+ \m athbf{0} \e nd{bmatrix} \\
138+ \m athbf{Ĉ} &= \b egin{bmatrix}
139+ \m athbf{C} & \m athbf{C_{s_y}} \e nd{bmatrix} \\
140+ \m athbf{B̂_d} &= \b egin{bmatrix}
141+ \m athbf{B_d} \\
142+ \m athbf{0} \e nd{bmatrix} \\
143+ \m athbf{D̂_d} &= \m athbf{D_d}
144+ \e nd{aligned}
145+ ```
123146"""
124147function augment_model (model:: LinModel{NT} , As, Cs_u, Cs_y; verify_obsv= true ) where NT<: Real
125148 nu, nx, nd = model. nu, model. nx, model. nd
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