# covar

Steady-state co-variance.

## Syntax

[P, Q] = covar(SYS, W)

## Inputs

`SYS`- Space-state or transfer function model.
`W`- Gaussian white noise intensity.

## Outputs

- P
- The output covariance.
- Q
- The state covariance.

## Examples

Transfer function model input:

```
sys = tf([3 2], [2 0.4 1.5], 10);
[P,Q] = covar(sys,12)
```

`P = 80.7940447
Q = [Matrix] 2 x 2
111.16625 -12.70471
-12.70471 111.16625`

State-space model input:

```
sys = tf([2], [3 4 2 2]);
sys1 = ss(sys);
[P, Q] = covar(sys1, 10)
```

`P = 20
Q = [Matrix] 3 x 3
1.50000e+01 -7.10543e-15 -2.25000e+01
-7.10543e-15 2.25000e+01 2.66454e-15
-2.25000e+01 2.66454e-15 4.50000e+01`