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docs: clarify lqe and dlqe error covariance wording#1219

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docs: clarify lqe and dlqe error covariance wording#1219
marko1olo wants to merge 1 commit into
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marko1olo:docs-lqe-dlqe-error-covariance

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@marko1olo

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Closes #1183.

This updates the lqe and dlqe docstrings to describe the steady-state estimation error covariance minimized by the estimator, instead of saying only that the state estimate minimizes expected squared error.

I avoided adding a runtime behavior change or changing generated docs directly.

Validation:

  • python -m ruff check control/stochsys.py
  • python -m pytest control/tests/stochsys_test.py -q -> 25 passed, 2 skipped
  • python -m numpydoc render control.stochsys.lqe
  • python -m numpydoc render control.stochsys.dlqe
  • $env:PYTHONPATH='..'; python -m pytest test_sphinxdocs.py::test_config_defaults -q -> 1 passed, 4 warnings

Known unrelated local docs issues:

  • python -m numpydoc validate control.stochsys.lqe/control.stochsys.dlqe reports pre-existing docstring style findings.
  • The full Sphinx docs test file needs generated docs/CWD setup that is not present in this fresh clone.

@murrayrm

murrayrm commented Jun 7, 2026

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I don't think that the new wording is accurate. In particular, it uses the term "minimum covariance", but the covariance is (in general) a matrix and so the minimum depends on the norm that you use (eg, determinant or trace). As noted in #1183, I think that something like "minimizes the mean squared error" or perhaps "minimizes the mean of x - x_e" would be more accurate.

@marko1olo marko1olo force-pushed the docs-lqe-dlqe-error-covariance branch from 9572b35 to 81be2c9 Compare June 7, 2026 14:24
@marko1olo

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Thanks, updated this to avoid describing covariance as the scalar objective.

lqe and dlqe now say the estimator minimizes the mean squared estimation error (x - x_e / x[n] - x_e[n]) using the measurements y.

Local checks:

  • uv run --no-project --with ruff ruff check control/stochsys.py
  • python -m compileall -q control\stochsys.py
  • git diff --check

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@marko1olo

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Thanks, updated this to avoid describing covariance as the scalar objective.

lqe and dlqe now say the estimator minimizes the mean squared estimation error (x - x_e / x[n] - x_e[n]) using the measurements y.

Local checks:

  • uv run --no-project --with ruff ruff check control/stochsys.py
  • python -m compileall -q control\stochsys.py
  • git diff --check

@marko1olo marko1olo force-pushed the docs-lqe-dlqe-error-covariance branch from 81be2c9 to 6666024 Compare June 7, 2026 14:29
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Inaccurate wording in documentation of lqe and dlqe

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