Maybe this question is misplaced, but I wasn't sure where should I post it.
I need to solve one problem in Matlab for school until Monday and I don't now how, so I decided to ask here for help.
I need to project proportional-integral Kalman regulator for this equation:
http://i48.tinypic.com/314uiiv.jpg
so that performance index
http://i48.tinypic.com/21bt0ft.jpg
is minimal.
Sorry if there are any mistakes in writing, English is not my native language. Thanks in advance!
