User`s guide

Kalman Filtering
9-53
Becauseyouareinterestedinthe outputestimate ,keeponlythefirstoutput
of
kalmf.Type
kalmf = kalmf(1,:);
kalmf
a =
x1_e x2_e x3_e
x1_e 0.76830 –0.49400 0.11290
x2_e 0.62020 0 0
x3_e –0.08173 1.00000 0
b =
u y
x1_e –0.38320 0.35860
x2_e 0.59190 0.37980
x3_e 0.51910 0.08173
c =
x1_e x2_e x3_e
y_e 0.62020 0 0
d =
u y
y_e 0 0.37980
Sampling time: unspecified
Discrete-time system.
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
generateeachresponseseparately,orgeneratebothtogether.Tosimulate each
response separately, use
lsim with the plant alone first, and then with the
plant and filter hooked up together. Thejointsimulation alternative is detailed
next.
y
e
y
e
y