State-space with added noise?

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Joonas 2015-10-25

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https://ww2.mathworks.cn/matlabcentral/answers/250957-state-space-with-added-noise

评论： Joonas 2015-10-26

Hi,

I'd like to simulate a state-space model where I add some process noise (to states) and measurement noise (to measurements). How do I do this in Simulink?

The system mathematically would be:

x_derivative = Ax+Bu+v (v is added noise to states)

y = Cx + w (w is added noise to measurements).

How do I add the noise vectors v and w to the basic state-space block found in Simulink library?

Or is the only way to calculate the state-space system inside a Matlab function block and add the noise there?

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Stefan Raab 2015-10-26

Hello Joonas,

1) Yes, you could add the measurement noise simply to the output of the statespace block i suppose and I also think that there is no opportunity to add the process noise directly in the state-space block.

2) You found the right link. I would model the system like this. But if you have the equation x_derivative = Ax+Bu+v, you have to add the noise to x_derivative, not to x.

Kind regards, Stefan

Joonas 2015-10-26

Hi Stefan,

thanks for reminding me for this. Exactly, the noise is added to the x_derivative as the state-space representation says. Good, I think now that I can handle this correctly. Thanks a lot for your help!

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