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% System Initialization: For End

The document contains two examples related to Kalman filtering. The first example simulates an uncompensated system and then applies a Kalman filter to estimate the states. It plots the true and estimated states over time. The second example designs a Kalman state estimator for a state-space model using process and measurement noise covariance data. The Kalman function provides the optimal solution to continuous or discrete state estimation problems.

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28 views3 pages

% System Initialization: For End

The document contains two examples related to Kalman filtering. The first example simulates an uncompensated system and then applies a Kalman filter to estimate the states. It plots the true and estimated states over time. The second example designs a Kalman state estimator for a state-space model using process and measurement noise covariance data. The Kalman function provides the optimal solution to continuous or discrete state estimation problems.

Uploaded by

vivekthotla
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOCX, PDF, TXT or read online on Scribd
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Example 9.

4-1

clear all
clc
% System Initialization
A=[0 1;0 0];
B=[0;1];
C=[1 0]; % The system matrix
Q=[8 0;0 256]; % contains Qv and Qd
R=1;
L=[sqrt(40) 16]';
% Real system
x0=[-1 1]';
x_est0=[0 0]';
sys=ss(A,B,C,0);
t=0:0.01:5;
for n=1:501
u(:,n)=0;
end
[y,t,xx]=lsim(sys,u,t,x0);
figure(1);
plot(t,xx(:,1),'r'),gtext('d(t)');hold on;
plot(t,xx(:,2),'r'),gtext('v(t)');
xlabel('time in second');
title('Uncompensated system');
hold on;
Anew=A-L*C;
% Bnew=L.*YY;
sys1=ss(Anew,L,C,0);
for n=1:501
u1(:,n)=y(n,1);
end
[y1,t,xx1]=lsim(sys1,u1,t,x_est0);
plot(t,xx1(:,1),'b-*'),gtext('d-estimate(t)');hold on;
plot(t,xx1(:,2),'b-o'),gtext('v-estimate(t)');
xlabel('time in second');
title('Uncompensated system');
Example 9.4-2

clear all
clc
fw=[];
for w=0.0001:0.01:10
fw=[fw 698*(1+36.54*w^2)/((1+12.18*w^2)^2)];
end
semilogx(0.0001:0.01:10,fw)
title('vertical wind gust spectral density')
xlabel('w(rad/sec)')
ylabel('Wind Gust speed density')
A=[-1.01887 0.90506 0.00441 0.02663 -0.00215;0.82225 -1.07741 -0.00356 -0.02152
-0.17555;0 0 0 1 0;0 0 -0.08230 -0.57370 0;0 0 0 0.57370 -20.2];
B=[0;0;0;0;20.2];
G=[0;0;0;1;0];
C=[15.87875 1.48113 0 0 0;0 1 0 0 0];
Q=10;
R=[1/20 0;0 1/60];
sys=ss(A,[B G],C,0);
[kest,L,P]=kalman(sys,Q,R,0);

Kalman function designs a Kalman state estimator given a state-space model of the plant and the
process and measurement noise covariance data. The Kalman estimator provides the optimal
solution to the following continuous or discrete estimation problems.

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