Solving Matrix Equation in Simulink

Hi everyone, I have the following matrix euation:

Pdot=beta*P-P*(Phi*Phi'-error*H)*P

which P is a matrix with 4*4 size. I want to solve this equation in simulink.I use matlab embeded block.In every step,this equation should be solved and P is updated. what code i should write?

[Azzi Abdelmalek]

Where P is updated?

Answer 1

[Mischa Kim]

The basic structure looks like this:

In the embedded function you compute Pdot which is inputted into an integrator that computes P. Don't forget to set initial conditions for P by opening the integrator. Assuming that all the other variables are constants the embedded function might look something like:

function Pdot = fcn(P)

beta  = ...
Phi   = ...
Phip  = ...
error = ...
H     = ...

Pdot = beta*P - P*(Phi*Phip - error*H)*P;

[Sarah Miller]

Thanks Mischa,

I tried it,but it is sensitive to initial condition,and this error was ocurred:

Derivative input 1 of 'onlineident2/Integrator' at time 48.42 is Inf or NaN. Stopping simulation. There may be a singularity in the solution. Would you pls what can i do?

[Mischa Kim]

Hard to say. Can you attach the model (see paper clip)?

What happens when you change integrator settings (in > Simulation > Model Configuration Parameters)? Decrease RelTol and AbsTol to say 1e-10 .

[Sarah Miller]

I cant attach the model,Where is the paper clip?

[Mischa Kim]

When you have a comment text box open, the paper clip is right on top of the window on the right, next to the Help button.

[Sarah Miller]

Yeah,you are right.onlineident2.mdl was attached. In fact,I want to solve 2 following matrix equation:

Pdot=beta*P-P*(Phi*Phi'-error*dP)*P

tetaDot= P*error*Phi

The size of teta is 4*1 and size of P is 4*4. If Initial Condition of teta is chosen like the following:

[0.2-1.625 0.01-0.625 0.5 40]'

no error was happened,but actually teta equation wasnt solved.

it is sensitive to initial condition,and this error was ocurred:

Derivative input 1 of 'onlineident2/Integrator' at time 48.42 is Inf or NaN. Stopping simulation. There may be a singularity in the solution. Would you pls what can i do?

Would you pls tell me, how can i cope with it?

[Sarah Miller]

Sorry,here you are