User`s guide

Kalman Adaptive Filter
5-251
An optional Adapt input port is added when the Adapt input check box is
selected in the dialog box. When this port is enabled, the block continuously
adapts the filter coefficients while the
Adapt input is nonzero. A zero-valued
input to the
Adapt port causes the block to stop adapting, and to hold the filter
coefficients at their current values until the next nonzero
Adapt input.
The
FIR filter length parameter specifies the length of the filter that the
Kalman algorithm estimates. The
Measurement noise variance and the
Process noise variance parameters specify the correlation matrices of the
measurement and process noise, respectively. The
Measurement noise
variance
must be a scalar, while the Process noise variance can be a vector
of values to be placed along the diagonal, or a scalar to be repeated for the
diagonal elements.
The
Initial value of filter taps specifies the initial value as a vector, or
as a scalar to be repeated for all vector elements. The
Initial error correlation
matrix
specifies the initial value K(0), and can be a diagonal matrix, a vector
of values to be placed along the diagonal, or a scalar to be repeated for the
diagonal elements.
Block Ports Corresponding Variables
In
u, the scalar input, which is internally buffered into the
vector u(n)
Out
y(n), the filtered scalar output
Err
e(n), the scalar estimation error
Taps
, the vector of filter-tap estimates w
ˆ
n()
w
ˆ
0()