How do you apply Kalman filter to a non-linear system
显示 更早的评论
I linearized the non linear system and designed a Kalman filter. Now I want to apply this filter to the non linear system. Since there is no transfer function or A,B,C,D state space matrices, I don't know how to do it.
回答（1 个）
John Petersen
2014-7-28
0 个投票
Use Extended Kalman filter. For predict equations, leave it non-linear. Use linearized equations for calculating K and updating P.
类别
在 帮助中心 和 File Exchange 中查找有关 State-Space Control Design and Estimation 的更多信息
2014-7-28
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!
Translated by 
