How to deal with Extended Kalman Filter in Simulink when my state transition function is given in continuous time form?

14 views (last 30 days)
littleboydan on 22 Mar 2020
Answered: Bill Tubbs on 5 May 2021
I have an EKF with the above state transition function.
where u=[fm omega]
Control Systems Toolkit EKF requires state transition function in the discrete time form:
x(k+1) = f(x(k),w(k),StateTransitionFcnInputs)
However the equation I want to use is in the continuous time with derivative of the state space in LHS. Can I get Simulink EKF to work with such a state transition matrix?

Answers (1)

Bill Tubbs
Bill Tubbs on 5 May 2021
Check out the examples in the documentation here:
The example looks like this:
function x = vdpStateFcn(x)
% vdpStateFcn Discrete-time approximation to van der Pol ODEs for mu = 1.
% Sample time is 0.05s.
% Example state transition function for discrete-time nonlinear state
% estimators.
% xk1 = vdpStateFcn(xk)
% Inputs:
% xk - States x[k]
% Outputs:
% xk1 - Propagated states x[k+1]
% See also extendedKalmanFilter, unscentedKalmanFilter
% Copyright 2016 The MathWorks, Inc.
% The tag %#codegen must be included if you wish to generate code with
% MATLAB Coder.
% Euler integration of continuous-time dynamics x'=f(x) with sample time dt
dt = 0.05; % [s] Sample time
x = x + vdpStateFcnContinuous(x)*dt;
function dxdt = vdpStateFcnContinuous(x)
%vdpStateFcnContinuous Evaluate the van der Pol ODEs for mu = 1
dxdt = [x(2); (1-x(1)^2)*x(2)-x(1)];

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by