functionukfUpdate
Update step in ukf
Extends from Modelica.Icons.Function (Icon for functions), Modelica_LinearSystems2.WorkInProgress.DiscreteStateSpace.Internal.updateBase (Bass class of update-function).
Inputs
| Type | Name | Default | Description |
|---|---|---|---|
| Modelica_LinearSystems2.DiscreteStateSpace.Internal.hBase | hSigma (from updateBase) | ||
| Real[:] | xpre (from updateBase) | Estimated vector of previous instant | |
| Real[:] | upre (from updateBase) | Input at instant k | |
| Real[size(xpre, 1),size(xpre, 1)] | Ppre (from updateBase) | Error covariance matrix of the previous instant | |
| Real[:,size(R, 1)] | R (from updateBase) | Covariance matrix of the measurement noise | |
| Real | alpha (from updateBase) | 1 | Spread of sigma points |
| Real | beta (from updateBase) | 2 | Characteristic of the distribution of x |
| Real | kappa (from updateBase) | 0 | Kurtosis scaling of sigma point distribution |
| Modelica.Units.SI.Time | Ts (from updateBase) | Sample time |
Outputs
| Type | Name | Default | Description |
|---|---|---|---|
| Real[size(R, 1)] | mu (from updateBase) | Predicted mean | |
| Real[size(R, 1),size(R, 1)] | Ryy (from updateBase) | Transformed covariance matrix | |
| Real[size(xpre, 1),size(R, 1)] | Rxy (from updateBase) | Transformed cross covariance matrix |
Revisions
| Date | Author | Comment |
|---|---|---|
| 2010-06-11 | Marcus Baur, DLR-RM | Realization |