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