Estimating state space model using Kalman filter

Hello, Can anyone help me to estimate the parameters included in the matrices A,B,Z and D using a matlab toolbox of the model : yt=Axt+But xt=Zxt-1+Dut ? I wrote a program and I want to check if it working correctly. Thx

[Bill Tubbs]

If you show your program we might be able to help easier.

Answer 1

[Shashank Prasanna]

If you have the control systems toolbox then you can use this:

http://www.mathworks.com/help/control/ref/kalman.html

Answer 2

[Vladimir Cheremushkin]

For Sid S and for all visitors of this subject. Material according to the reference contains still the reference. There is an example. In an example the program begins with option of linear dynamic system (a plant, A B C D). But it is better to take your system (a plant). To take the system in the form of the relation of polynoms. Further by means of functions of MATLAByou

w = tf([polinom_numerator],[polinom_denominator]); sys = ss(w);

you receive the values for the concrete (for your) A B C D .