kalman filter example
バージョン 2.0.2 (4.94 KB) 作成者:
Jitong Ding
This series of codes shows how to design and evaluate a Kalman filter based on a 2DoF mass-spring-damper system.
There are three files about Kalman filter on a 2DoF mass-spring-damper system. You can find description for this simple system here: http://www1.aucegypt.edu/faculty/mharafa/MENG%20475/2DOF%20Systems%20Fall%202010.pdf.
Code 'comparison_c_d.m' teaches you how to discretise a continuous state-space model into a discrete state-space model and discuss the effect of sample time, since some of you may confuse (at least I did at first) whether the model should be continuous or discrete when using a Kalman filter.
Code 'kalman_filter_example_c.m' designs a Kalman filter on the system. All the state-space models in this code are continuous and the commands for designing Kalman filter are for continuous systems.
Code 'kalman_filter_example_d.m' designs a Kalman filter on the system. All the state-space models in this code are discrete and the commands for designing Kalman filter are for discrete systems.
The reason I wrote two Kalman filter codes for both continuous system and discrete system is that it is easy for a beginner (as I was) to get lost in deciding whether should I use the continuous model ,where should I discretise my model or which commands should I use. I hope this series of codes will clear your confusion.
Comments in the codes are detailed and you are welcome to ask questions.
引用
Jitong Ding (2024). kalman filter example (https://www.mathworks.com/matlabcentral/fileexchange/98814-kalman-filter-example), MATLAB Central File Exchange. 取得済み .
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2.0.0 | I added a code to show how to discretise a continuous state-space model. Also, I divided the Kalman filter code into two separate files: one file focuses on continuous system while the other deals with discrete system. |
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