请教matlab编程 在lqe设计中，Q,R,N应该怎么选取？
请教： 在lqe设计中，Q,R,N应该怎么选取？Given the system
.
x = Ax + Bu + Gw {State equation}
y = Cx + Du + v {Measurements}
with unbiased process noise w and measurement noise v with
covariances
E{ww'} = Q, E{vv'} = R, E{wv'} = N ,
= lqe(A,G,C,Q,R,N)returns the observer gain matrix L
such that the stationary Kalman filter
.
x_e = Ax_e + Bu + L(y - Cx_e - Du)
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