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lines changed Original file line number Diff line number Diff line change @@ -314,7 +314,13 @@ def create_estimator_iosystem(
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"""Create an I/O system implementing a linqear quadratic estimator
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This function creates an input/output system that implements a
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- state estimator of the form
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+ continuous time state estimator of the form
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+
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+ \dot xhat = A x + B u - L (C xhat - y)
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+ \dot P = A P + P A^T + F QN F^T - P C^T RN^{-1} C P
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+ L = P C^T RN^{-1}
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+
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+ or a discrete time state estimator of the form
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xhat[k + 1] = A x[k] + B u[k] - L (C xhat[k] - y[k])
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P[k + 1] = A P A^T + F QN F^T - A P C^T Reps^{-1} C P A
@@ -359,8 +365,9 @@ def create_estimator_iosystem(
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Returns
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-------
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estim : InputOutputSystem
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- Input/output system representing the estimator. This system takes the
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- system input and output and generates the estimated state.
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+ Input/output system representing the estimator. This system takes
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+ the system output y and input u and generates the estimated state
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+ xhat.
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Notes
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-----
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