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Expand file tree Collapse file tree Original file line number Diff line number Diff line change @@ -314,7 +314,13 @@ def create_estimator_iosystem(
314314 """Create an I/O system implementing a linqear quadratic estimator
315315
316316 This function creates an input/output system that implements a
317- state estimator of the form
317+ continuous time state estimator of the form
318+
319+ \dot xhat = A x + B u - L (C xhat - y)
320+ \dot P = A P + P A^T + F QN F^T - P C^T RN^{-1} C P
321+ L = P C^T RN^{-1}
322+
323+ or a discrete time state estimator of the form
318324
319325 xhat[k + 1] = A x[k] + B u[k] - L (C xhat[k] - y[k])
320326 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(
359365 Returns
360366 -------
361367 estim : InputOutputSystem
362- Input/output system representing the estimator. This system takes the
363- system input and output and generates the estimated state.
368+ Input/output system representing the estimator. This system takes
369+ the system output y and input u and generates the estimated state
370+ xhat.
364371
365372 Notes
366373 -----
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