Estimating state space model using Kalman filter

Question

Sid S 2013-6-30

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https://ww2.mathworks.cn/matlabcentral/answers/80702-estimating-state-space-model-using-kalman-filter

评论： Bill Tubbs 2021-9-30

Hello, Can anyone help me to estimate the parameters included in the matrices A,B,Z and D using a matlab toolbox of the model : yt=Axt+But xt=Zxt-1+Dut ? I wrote a program and I want to check if it working correctly. Thx

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Bill Tubbs 2021-9-30

If you show your program we might be able to help easier.

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Answer 1

Shashank Prasanna 2013-6-30

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https://ww2.mathworks.cn/matlabcentral/answers/80702-estimating-state-space-model-using-kalman-filter#answer_90419

If you have the control systems toolbox then you can use this:

http://www.mathworks.com/help/control/ref/kalman.html

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Answer 2

Vladimir Cheremushkin 2018-7-12

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For Sid S and for all visitors of this subject. Material according to the reference contains still the reference. There is an example. In an example the program begins with option of linear dynamic system (a plant, A B C D). But it is better to take your system (a plant). To take the system in the form of the relation of polynoms. Further by means of functions of MATLAByou

w = tf([polinom_numerator],[polinom_denominator]); sys = ss(w);

you receive the values for the concrete (for your) A B C D .