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I have a set of nonlinear equations (run by rk4 method). How can I compute the Jacobian for those?

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Asma Mohammad Nusrat  Aman
Asma Mohammad Nusrat Aman on 26 Feb 2020
Answered: Benjamin Großmann on 26 Feb 2020
The nonlinear equations give attitude quaternion and angular velocity of small satellite.
How may I compute the Jacobian matrices to use in a Kalman filter?

Answers (1)

Benjamin Großmann
Benjamin Großmann on 26 Feb 2020
Assume you have the set of nonlinear eqations and the vector of independent variables defined in Matlab, then you can use the jacobian function to compute the jacobian matrices, e.g.
clearvars, close all
clc
% the variables
x = sym('x',[3,1]);
% some random functions
f = [x(1)^2 + x(2); ...
sin(x(3)); ...
cos(x(1) + x(2))];
% jacobian calculation
J = jacobian(f,x);

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