matlab coding to s-function level 2 coding.

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dab483 2012-1-31

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Hi,

Using Matlab, i can initialize the particle filter like this:

for i = 1 : N
    xhatplus(:,i) = xhat + sqrt(P) * [randn; randn; randn];
end

Now, i want to use simulink s-function level 2. how should i coding it?

function DoPostPropSetup(block)
  block.Dwork(3).Name = 'xhatplus'; 
  block.Dwork(3).Dimensions      = N*3;
  block.Dwork(3).DatatypeID      = 0;
  block.Dwork(3).Complexity      = 'Real';
  block.Dwork(3).UsedAsDiscState = true;
function InitializeConditions(block)
  block.Dwork(3).Data = ??

Any advise? Thanks.

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Kaustubha Govind 2012-1-31

It depends on what xhat and P stand for in your filter.

dab483 2012-1-31

my coding is something like below:

function DoPostPropSetup(block)

%% Setup Dwork

block.NumDworks = 3;

block.Dwork(1).Name = 'xhat'; %% states

block.Dwork(1).Dimensions = 3;

block.Dwork(1).DatatypeID = 0;

block.Dwork(1).Complexity = 'Real';

block.Dwork(1).UsedAsDiscState = true;

block.Dwork(2).Name = 'P'; %% covariance matrix

block.Dwork(2).Dimensions = 9;

block.Dwork(2).DatatypeID = 0;

block.Dwork(2).Complexity = 'Real';

block.Dwork(2).UsedAsDiscState = true;

N=1000;

block.Dwork(3).Name = 'xhatplus';

block.Dwork(3).Dimensions = N*3;

block.Dwork(3).DatatypeID = 0;

block.Dwork(3).Complexity = 'Real';

block.Dwork(3).UsedAsDiscState = true;

function InitializeConditions(block)

block.Dwork(1).Data = [3e5; -2e4; 1e-3];%%xhat

block.Dwork(2).Data = [1e6;0; 0; 0 ;4e6; 0;0;0;10]; %%P

block.Dwork(3).Data = ??

function Outputs(block)

block.OutputPort(1).Data = block.Dwork(1).Data;%% xhat

%%endfunction

function Update(block)

P=reshape(block.Dwork(2).Data,3,3);

xhatplus=reshape(block.Dwork(3).Data,3,N);

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Answer 1

Kaustubha Govind 2012-2-3

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Oops, just realized that you are asking about the InitializeConditions function, and not Update or Outputs. The initial condition of your state depends on the dynamics of your system or application - it's hard for us to tell what it should be. The only thing that I can say is that it needs to be of size 3000. For example, for zero-initial condition, you can say:

block.Dwork(3).Data = zeros(3, N);