[wpimath] Link to docs on LQR and KF tolerances (#5486)

Fixes #4151.

wpimath/src/main/java/edu/wpi/first/math/controller/LTVDifferentialDriveController.java

@@ -55,6 +55,10 @@ public class LTVDifferentialDriveController {
   /**
    * Constructs a linear time-varying differential drive controller.
    *
+   * <p>See
+   * https://docs.wpilib.org/en/stable/docs/software/advanced-controls/state-space/state-space-intro.html#lqr-tuning
+   * for how to select the tolerances.
+   *
    * @param plant The differential drive velocity plant.
    * @param trackwidth The distance between the differential drive's left and right wheels in
    *     meters.

wpimath/src/main/java/edu/wpi/first/math/controller/LTVUnicycleController.java

@@ -75,6 +75,10 @@ public class LTVUnicycleController {
   /**
    * Constructs a linear time-varying unicycle controller.
    *
+   * <p>See
+   * https://docs.wpilib.org/en/stable/docs/software/advanced-controls/state-space/state-space-intro.html#lqr-tuning
+   * for how to select the tolerances.
+   *
    * @param qelems The maximum desired error tolerance for each state.
    * @param relems The maximum desired control effort for each input.
    * @param dt Discretization timestep in seconds.
@@ -86,6 +90,10 @@ public class LTVUnicycleController {
   /**
    * Constructs a linear time-varying unicycle controller.
    *
+   * <p>See
+   * https://docs.wpilib.org/en/stable/docs/software/advanced-controls/state-space/state-space-intro.html#lqr-tuning
+   * for how to select the tolerances.
+   *
    * @param qelems The maximum desired error tolerance for each state.
    * @param relems The maximum desired control effort for each input.
    * @param dt Discretization timestep in seconds.

wpimath/src/main/java/edu/wpi/first/math/controller/LinearQuadraticRegulator.java

@@ -35,6 +35,10 @@ public class LinearQuadraticRegulator<States extends Num, Inputs extends Num, Ou
   /**
    * Constructs a controller with the given coefficients and plant. Rho is defaulted to 1.
    *
+   * <p>See
+   * https://docs.wpilib.org/en/stable/docs/software/advanced-controls/state-space/state-space-intro.html#lqr-tuning
+   * for how to select the tolerances.
+   *
    * @param plant The plant being controlled.
    * @param qelms The maximum desired error tolerance for each state.
    * @param relms The maximum desired control effort for each input.
@@ -57,6 +61,10 @@ public class LinearQuadraticRegulator<States extends Num, Inputs extends Num, Ou
   /**
    * Constructs a controller with the given coefficients and plant.
    *
+   * <p>See
+   * https://docs.wpilib.org/en/stable/docs/software/advanced-controls/state-space/state-space-intro.html#lqr-tuning
+   * for how to select the tolerances.
+   *
    * @param A Continuous system matrix of the plant being controlled.
    * @param B Continuous input matrix of the plant being controlled.
    * @param qelms The maximum desired error tolerance for each state.

wpimath/src/main/java/edu/wpi/first/math/estimator/ExtendedKalmanFilter.java

@@ -59,6 +59,10 @@ public class ExtendedKalmanFilter<States extends Num, Inputs extends Num, Output
   /**
    * Constructs an extended Kalman filter.
    *
+   * <p>See
+   * https://docs.wpilib.org/en/stable/docs/software/advanced-controls/state-space/state-space-observers.html#process-and-measurement-noise-covariance-matrices
+   * for how to select the standard deviations.
+   *
    * @param states a Nat representing the number of states.
    * @param inputs a Nat representing the number of inputs.
    * @param outputs a Nat representing the number of outputs.
@@ -93,6 +97,10 @@ public class ExtendedKalmanFilter<States extends Num, Inputs extends Num, Output
   /**
    * Constructs an extended Kalman filter.
    *
+   * <p>See
+   * https://docs.wpilib.org/en/stable/docs/software/advanced-controls/state-space/state-space-observers.html#process-and-measurement-noise-covariance-matrices
+   * for how to select the standard deviations.
+   *
    * @param states a Nat representing the number of states.
    * @param inputs a Nat representing the number of inputs.
    * @param outputs a Nat representing the number of outputs.

wpimath/src/main/java/edu/wpi/first/math/estimator/KalmanFilter.java

@@ -43,6 +43,10 @@ public class KalmanFilter<States extends Num, Inputs extends Num, Outputs extend
   /**
    * Constructs a state-space observer with the given plant.
    *
+   * <p>See
+   * https://docs.wpilib.org/en/stable/docs/software/advanced-controls/state-space/state-space-observers.html#process-and-measurement-noise-covariance-matrices
+   * for how to select the standard deviations.
+   *
    * @param states A Nat representing the states of the system.
    * @param outputs A Nat representing the outputs of the system.
    * @param plant The plant used for the prediction step.

wpimath/src/main/java/edu/wpi/first/math/estimator/UnscentedKalmanFilter.java

@@ -64,6 +64,10 @@ public class UnscentedKalmanFilter<States extends Num, Inputs extends Num, Outpu
   /**
    * Constructs an Unscented Kalman Filter.
    *
+   * <p>See
+   * https://docs.wpilib.org/en/stable/docs/software/advanced-controls/state-space/state-space-observers.html#process-and-measurement-noise-covariance-matrices
+   * for how to select the standard deviations.
+   *
    * @param states A Nat representing the number of states.
    * @param outputs A Nat representing the number of outputs.
    * @param f A vector-valued function of x and u that returns the derivative of the state vector.
@@ -100,6 +104,10 @@ public class UnscentedKalmanFilter<States extends Num, Inputs extends Num, Outpu
    * custom functions for arithmetic can be useful if you have angles in the state or measurements,
    * because they allow you to correctly account for the modular nature of angle arithmetic.
    *
+   * <p>See
+   * https://docs.wpilib.org/en/stable/docs/software/advanced-controls/state-space/state-space-observers.html#process-and-measurement-noise-covariance-matrices
+   * for how to select the standard deviations.
+   *
    * @param states A Nat representing the number of states.
    * @param outputs A Nat representing the number of outputs.
    * @param f A vector-valued function of x and u that returns the derivative of the state vector.