Create a function to declare your filter object as persistent, and initialize the object. You define the object as persistent to maintain the object states between calls.

function [CorrectedX] = ukfcodegen(output)
% Declare object as persistent.
persistent obj;
if isempty(obj)
% Initialize the object.
obj = unscentedKalmanFilter(@vdpStateFcn,@vdpMeasurementFcn,[2;0]);
obj.MeasurementNoise = 0.01;
end
% Estimate the states.
CorrectedX = correct(obj,output);
predict(obj);
end

The function creates an unscented Kalman filter object for online state estimation of a van der Pol oscillator with two states and one output. You use the previously written and saved state transition and measurement functions, vdpStateFcn.m and vdpMeasurementFcn.m, and specify the initial state values for the two states as [2;0]. Here output is the measured output data. Save the ukfcodegen.m function on the MATLAB path. Alternatively, you can specify the full path name for this function.

In the ukfcodegen.m function, the persistent object is initialized with condition if isempty(obj) to ensure that the object is initialized only once, when the function is called the first time. Subsequent calls to the function only execute the predict and correct commands to update the state estimates. During initialization, you specify the nontunable properties of the object, such as StateTransitionFcn (specified in ukfcodegen.m as vdpStateFcn.m) and MeasurementFcn (specified in ukfcodegen.m as vdpMeasurementFcn.m). After that, you can specify only the tunable properties. For more information, see Tunable and Nontunable Object Properties.

In the state transition and measurement functions you must use only commands that are supported for code generation. For a list of these commands, see Functions and Objects Supported for C/C++ Code Generation (MATLAB Coder). Include the compilation directive %#codegen in these functions to indicate that you intend to generate code for the function. Adding this directive instructs the MATLAB Code Analyzer to help you diagnose and fix violations that would result in errors during code generation. For an example, type vdpStateFcn.m at the command line.

Generate C/C++ code and MEX-files using the codegen (MATLAB Coder) command from MATLAB Coder software.

codegen ukfcodegen -args {1}

The syntax -args {1} specifies an example of an argument to your function. The argument sets the dimensions and data types of the function argument output as a double-precision scalar.

obj = unscentedKalmanFilter(@vdpStateFcn,@vdpMeasurementFcn,single([2;0]))

codegen ukfcodegen -args {{single(1)}

Use the generated code.

This example generates C/C++ code for compiling a MEX-file. To generate code for other targets, see codegen (MATLAB Coder) in the MATLAB Coder documentation.