functionukfEstimate
Calculate filter gain and the updated mean of the state and covariance P
Extends from Modelica_LinearSystems2.WorkInProgress.DiscreteStateSpace.Internal.estimateBase (Base class of estimation function).
Inputs
| Type | Name | Default | Description |
|---|---|---|---|
| Modelica_LinearSystems2.DiscreteStateSpace.Internal.hBase | yOut (from estimateBase) | ||
| Real[:] | y (from estimateBase) | Measured output vector | |
| Real[:] | xm (from estimateBase) | Predicted state mean | |
| Real[size(y, 1)] | ym (from estimateBase) | Predicted output mean | |
| Real[:] | u (from estimateBase) | Input | |
| Real[size(xm, 1),size(xm, 1)] | P (from estimateBase) | Covariance matrix | |
| Real[size(y, 1),size(Ryy, 1)] | Ryy (from estimateBase) | Transformed covariance matrix | |
| Real[size(xm, 1),size(y, 1)] | Rxy (from estimateBase) | Transformed cross covariance matrix | |
| Modelica.Units.SI.Time | Ts (from estimateBase) | Sample time |
Outputs
| Type | Name | Default | Description |
|---|---|---|---|
| Real[size(xm, 1),size(y, 1)] | K (from estimateBase) | Filter gain | |
| Real[size(xm, 1),size(xm, 1)] | Pu (from estimateBase) | Updated State covariance matrix | |
| Real[size(xm, 1)] | xmu (from estimateBase) | Updated state mean | |
| Real[size(y, 1)] | ymu (from estimateBase) | Updated output mean |
Revisions
| Date | Author | Comment |
|---|---|---|
| 2010-06-11 | Marcus Baur, DLR-RM | Realization |