modelUKF

Unscented Kalman filter

Extends from Modelica_LinearSystems2.Controllers.Interfaces.PartialDiscreteBlock (Partial discrete block, i.e. no continuous alternative).

Parameters

TypeNameDefaultDescription
Types.Initinit (from PartialDiscreteBlock)Modelica_LinearSystems2.Controllers.Internal.convertToInit(initType, sampleClock.initType)Type of initialization (NoInit/SteadyState/InitialState/InitialOutput)
IntegersampleFactor (from PartialDiscreteBlock)1Sample factor (Ts = sampleFactor * sampleClock.sampleTime)
Modelica.Units.SI.TimeTs (from PartialDiscreteBlock)sampleClock.sampleTime*sampleFactorSample time
Real[:]x_est_initInitial value for state estimation
Real[:,size(Q, 1)]Qidentity(size(x_est_init, 1))Covariance matrix of the associated process noise
Real[size(x_est_init, 1),size(Q, 1)]GProcess noise weight matrix (usually identity or input matrix)
Real[size(x_est_init, 1),size(x_est_init, 1)]Q2G*Q*transpose(G)Appropriately weighted process noise covariance matrix
Real[:,size(R, 1)]RCovariance matrix of the measurement noise
Real[:,:]P_initidentity(size(x_est_init, 1))Initial value of the error covariance matrix
Integernu1Number of system inputs
Realalpha0.1Spread of sigma points
Realbeta2Characteristic of the distribution of x
Realkappa0Scaling kurtosis of sigma point distribution
Integernxsize(x_est_init, 1)Number of system states
Integernysize(R, 1)Number of observed measurements
Advanced options
Types.InitWithGlobalDefaultinitType (from PartialDiscreteBlock)Types.InitWithGlobalDefault.UseSampleClockOptionType of initialization (NoInit/SteadyState/InitialState/InitialOutput)

Connectors

TypeNameDefaultDescription
Modelica.Blocks.Interfaces.RealInput[nu]uSystem input vector
Modelica.Blocks.Interfaces.RealOutput[nx]x_estEstimated state vector
Modelica.Blocks.Interfaces.RealInput[ny]y_measureMeasured outputs
Modelica.Blocks.Interfaces.RealOutput[ny]y_estEstimated system outputs

Components

TypeNameDefaultDescription
Real[nx,nx]PError covariance matrix
Real[nx,ny]KKalman filter gain matrix

Contents

NameDescription
F_function
H_function

Revisions

Date Author Comment
2010-10-25 Marcus Baur, DLR-RM Realization