Could I transfer a function file (state space function) to a model so I could forecast it my data
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i want to transformate this function
function [pos vel Px] = DvKalman(z)
%
%
persistent A H Q R
persistent x P
persistent firstRun
if isempty(firstRun)
firstRun = 1;
dt = 1; % sec, for sonar
A = [ 1 dt ;
0 1 ];
H = [1 0];
Q = [ 1 0 ;
0 3 ];
R = 10;
x = [ 0 20 ]';
P = 5*eye(2);
end
% Kalman filter algorithm
xp = A*x;
Pp = A*P*A' + Q;
K = Pp*H'*inv(H*Pp*H' + R);
x = xp + K*(z - H*xp);
P = Pp - K*H*Pp;
pos = x(1);
vel = x(2);
Px = P ;
to a ssm Model
1 个评论
Benjamin Thompson
2024-1-27
Are you talking about a Simulink model or a State Space Representation of the model in this function?
For a state space model see the documentation on ss and kalman:
doc ss
doc kalman
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