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Title: dlqe should return Kalman filter gain rather than Kalman predictor gain · Issue #1173 · python-control/python-control · GitHub

Open Graph Title: dlqe should return Kalman filter gain rather than Kalman predictor gain · Issue #1173 · python-control/python-control

X Title: dlqe should return Kalman filter gain rather than Kalman predictor gain · Issue #1173 · python-control/python-control

Description: Hi! Firstly, thanks for the python control library. It has been quite useful to make a shift from Matlab to python. I noticed that dlqe currently returns the predictor gain ($\tilde{L}$). I understand the intention is to use dare within ...

Open Graph Description: Hi! Firstly, thanks for the python control library. It has been quite useful to make a shift from Matlab to python. I noticed that dlqe currently returns the predictor gain ($\tilde{L}$). I underst...

X Description: Hi! Firstly, thanks for the python control library. It has been quite useful to make a shift from Matlab to python. I noticed that dlqe currently returns the predictor gain ($\tilde{L}$). I underst...

Opengraph URL: https://github.com/python-control/python-control/issues/1173

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{"@context":"https://schema.org","@type":"DiscussionForumPosting","headline":"dlqe should return Kalman filter gain rather than Kalman predictor gain","articleBody":"Hi!\nFirstly, thanks for the python control library. It has been quite useful to make a shift from Matlab to python. \n\nI noticed that `dlqe` currently returns the predictor gain ($\\tilde{L}$). I understand the intention is to use `dare` within `dlqe` to return the dual equivalent of the LQR gain. However, what if $A$ is not full rank and one wants to use the filter form? In that case, I can't do $L = A^{-1} \\tilde{L}$.\n\nHere are my definitions:\nFilter form $L = PC^T (CPC^T + R)^{-1}$\nPredictor form $\\tilde{L} = APC^T (CPC^T + R)^{-1}$\n\nWould it be possible to return the filter gain by default or offer an option to select the form?\n\nThanks,\nPrithvi","author":{"url":"https://github.com/dakeprithvi","@type":"Person","name":"dakeprithvi"},"datePublished":"2025-07-23T17:56:20.000Z","interactionStatistic":{"@type":"InteractionCounter","interactionType":"https://schema.org/CommentAction","userInteractionCount":1},"url":"https://github.com/1173/python-control/issues/1173"}

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