Question: Implement the continuous time steady state Kalman filter in Section 4.2 to compute the steady state estimate for the position q = x1 and velocity

Implement the continuous time steady state Kalman filter in Section 4.2 to compute the steady state estimate for the position q = x1 and velocity q = x2 of the mass. In other words, implement the steady state Kalman filter to compute the optimal state estimate x(t) for x(t) where the initial state x(0) = 1 2 tr and x(0) = 0 0 tr . Compare your estimate x(t) with the actual state x(t). Use Simulink in Matlab with band limited white noise to simulate the Kalman filter

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