Kalman Filter - computation of system parameters

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Hi, can you tell me what matlab function can compute the parameters A(k), B(k), C(k), D(k) of a system: x(k+1) = A(k)x(k) + B(k)u(k) y(k) = C(k)x(k) + D(k)u(k)

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SAI SRUJAN
SAI SRUJAN 2024-9-26
Hello Ilaria,
To compute the system parameters ( A(k) ), ( B(k) ), ( C(k) ), and ( D(k) ) for a state-space model in MATLAB, you can use the System Identification Toolbox.
Please go through the following code sample to proceed further,
data = iddata(y, u, Ts); % y: output data, u: input data, Ts: sample time
sys = ssest(data, n); % n: order of the system
[A, B, C, D] = ssdata(sys);
Please go through the following documentation to understand more about iddata and ssest MATLAB functions,
I hope this helps!

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