Fine Tuning Kalman Filter Using Simulink Design Optimization

2 次查看(过去 30 天)
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.

回答(1 个)

Kaashyap Pappu
Kaashyap Pappu 2019-8-8
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.

类别

Help CenterFile Exchange 中查找有关 State-Space Control Design and Estimation 的更多信息

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by