Central-Difference-Kalman-Filter
所属分类：仿真建模
开发工具：matlab
文件大小：22KB
下载次数：0
上传日期：2017-04-03 12:20:16
上 传 者：
sh-1993
说明： 在MATLAB Simulink中实现了一种通用中心差分卡尔曼滤波器（CDKF）。matlab.系统对象
(Implement a generic central difference Kalman Filter (CDKF) in MATLAB Simulink. matlab.System object)
文件列表:
CDKF.m (11002, 2017-04-03)
LICENSE (1069, 2017-04-03)
VDP_Estimator.m (1272, 2017-04-03)
VDP_Sim_2014b.slx (16610, 2017-04-03)
estimator_demo.m (1300, 2017-04-03)
# Central-Difference-Kalman-Filter
Implement a generic discrete-time central difference Kalman Filter (CDKF) in MATLAB/ Simulink.
This is an abstract class implemented as a matlab.System object. To use it for a specific application, you must inherit it and overwrite the stateFcn and outputFcn functions based on your specific model (these names can't change).
These take the respective forms:
function x_new = stateFcn(obj,x,u,w)
...
function y = outputFcn(obj,x,u,v)
...
Additional properties (e.g. model parameters) can be added using the adding a Properties definition block. Same applies to methods (Static methods might be useful for certain models)
I have validated this and have had it running for a few months, including on a Speedgoat real-time target. However, I have only ever implemented SISO models.
I have written a CDKF with adaptive output noise, and also a CDKF with box constraints on the state estimates, but there are a bit shaky - maybe I'll upload them one day.
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