How can I modify the MathWorks code of Particle Filter for nonlinear-state-estimation of a non-homogeneous system (instead of homogeneous) having external input, u(t).

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pankaj saha 2018-5-2

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https://ww2.mathworks.cn/matlabcentral/answers/398561-how-can-i-modify-the-mathworks-code-of-particle-filter-for-nonlinear-state-estimation-of-a-non-homo

关闭： MATLAB Answer Bot 2021-8-20

There is a sample code of Particle filter in MathWorks for nonlinear state estimation for the van der Pol oscillator (https://in.mathworks.com/help/control/ug/nonlinear-state-estimation-using-unscented-kalman-filter.html). The external excitation, u(t) of the van der Pol oscillator is zero i.e. homogeneous system.

However, my system is non-homogeneous i.e. u(t) is not zero. So how can I modify the Particle filter algorithm for consideration of the external input signal, u(t) as well as the measurement error covariance of the same input signal?

Thank you.