User`s guide

Table Of Contents

Kalman Filtering

9-55

Finally, close the sensor loop by connecting the plant output to the filter

input with positive feedback.

% Close loop around input #4 and output #2

SimModel = feedback(sys,1,4,2,1)

% Delete yv from I/O list

SimModel = SimModel([1 3],[1 2 3])

The resulting simulation model has as inputs and as outputs.

SimModel.input

ans =

'w'

'v'

'u'

SimModel.output

ans =

'y'

'y_e'

You are now ready to simulate the filter behavior. Generate a sinusoidal input

and process and measurement noise vectors and .

t = [0:100]';

u = sin(t/5);

n = length(t)

randn('seed',0)

w = sqrt(Q)*randn(n,1);

v = sqrt(R)*randn(n,1);

Now s imulate with lsim.

[out,x] = lsim(SimModel,[w,v,u]);

y = out(:,1); % true response

ye = out(:,2); % filtered response

yv = y + v; % measured response

wvu