Discrete Kalman Filter Implementation in MATLAB
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Hi I am trying to implement Discrete Kalman Filter in MATLAB. I am having problem at a couple of steps.
(i) After running a code, I get s.x where x is the state vector (position and velocity of an object). I want to plot position and velocity against time. When I use "plot(t,[s(1:end-1).x],'r.')", I get both position and velocity profiles in one fig. How to plot variables in x separately? Any idea, please!
(ii) I used the following for loop in the code
for t=2:TMAX tru(t,:)=s(t-1).A*tru(t-1,:)'+ s(t-1).B*s(t-1).u+PNstd *randn(2,1); s(t-1).z = s(t-1).H * tru(t,:)' + MNstd*randn(2,1); % create a meas. s(t)=kalmanf(s(t-1)); % perform a Kalman filter iteration detP(t)=s(t).detP; % keep track of "net" uncertainty end
It requires the counter "t" to be a whole number. If I need estimates at points say t=0.1, 0.2, ...., 1.1, 1.2, ...etc, what to do then? When I tries, it gives error that arguments should be positive integers. Don't know how to deal with it. Any idea, please!
Regards
Shah
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