Fine Tuning Kalman Filter Using Simulink Design Optimization

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Seyed Ali Baradaran Birjandi 2019-7-19

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https://ww2.mathworks.cn/matlabcentral/answers/472481-fine-tuning-kalman-filter-using-simulink-design-optimization

回答： Kaashyap Pappu 2019-8-8

I would like to tune my Kalman filter (Q and R matrices) using design optimization toolbox. I introduce the estimated signal and add a signal property to the optimizer. The signal property is Track Reference Signal with proper Time Vector and Amplitude. Although, the initial values of Q and R are relatively good, the second estimated signal ends up being zero. I wonder how I can prevent that, or in general tune my filter more optimaly.

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Answer 1

Kaashyap Pappu 2019-8-8

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https://ww2.mathworks.cn/matlabcentral/answers/472481-fine-tuning-kalman-filter-using-simulink-design-optimization#answer_386746

A similar query regarding the Q and R matrices’ optimization was addressed and elaborated upon here. It is important to model the noise characteristics prior to Kalman Filtering to obtain the Q and R matrices for better performance.