Specifications

Kalman Filtering
10-53
x2_e 0.5919 0.3798
x3_e 0.5191 0.081732
c =
x1_e x2_e x3_e
y_e 0.6202 0 0
d =
u y
y_e 0 0.3798
I/O groups:
Group name I/O Channel(s)
KnownInput I 1
Measurement I 2
OutputEstimate O 1
Sampling time: unspecified
Discrete-time model.
To see how the filter works, generate some input data and random noise and
compare the filtered response with the true response . You can either
generateeach responseseparately,orgenerateboth together.To simulateeach
response separately, use
lsim with the plant alone first, and then with the
plant and filter hookeduptogether. The joint simulationalternativeisdetailed
next.
The block diagram below shows how to generate both true and filtered outputs.
y
e
y
Plant
Kalman
filter
y
u
Process noise Sensor noise
y
y
v
y
e