functionkfStepState
One step, i.e.estimation of the state vector using a kalman filter iteration for discrete systems
Extends from Modelica.Icons.Function (Icon for functions).
Inputs
| Type | Name | Default | Description |
|---|---|---|---|
| DiscreteStateSpace | dss | ||
| Real[size(dss.A, 1),size(dss.A, 1)] | P | State covariance matrix of the previous instant | |
| Real[size(dss.B, 2),size(dss.B, 2)] | Q | Input or process noise covariance matrix of the previous instant | |
| Real[size(dss.C, 1),size(dss.C, 1)] | R | Output or measurement noise covariance matrix of the previous instant | |
| Real[size(dss.A, 1)] | x | Estimated state vector of previous instant | |
| Real[size(dss.B, 2)] | u | input vector | |
| Real[size(dss.C, 1)] | y | Measured output vector |
Outputs
| Type | Name | Default | Description |
|---|---|---|---|
| Real[size(dss.A, 1)] | x_new | ||
| Real[size(dss.A, 1),size(dss.C, 1)] | K | Kalman filter gain matrix | |
| Real[size(dss.A, 1),size(dss.A, 1)] | P_new | Updated state covariance matrix |