Confusing description of built-in estimator noise model on MPC documentation page

2 Ansichten (letzte 30 Tage)
I'm confused by the following text which appears on the documentation page: 'Implement Custom State Estimator Equivalent to Built-In Kalman Filter':
In this scenario, there are three additive noises in the Kalman filter design: (1) process noise added to the manipulated variable; (2) process noise added to the input of God; (3) measurement noise added to the input of Gmn:
[ Gd.B(1) 0 0 ] [ wn1 ]
w[k] = [ Gd.B(2) 0 0 ] * [ wn2 ] = B_est * white noise
[ 0 God.B 0 ] [ wn3 ]
v[k] = [ Gd.D God.D Gmn.D ] * wn4 = D_est * white noise
To me, it looks like there are 4 white noises (wn1, wn2, wn3, wn4), not 3. It would make sense to me if it was written instead as:
[ Gd.B(1) 0 0 ] [ wn1 ]
w[k] = [ Gd.B(2) 0 0 ] * [ wn2 ] = B_est * white noise
[ 0 God.B 0 ] [ wn3 ]
[ wn1 ]
v[k] = [ Gd.D God.D Gmn.D ] * [ wn2 ] = D_est * white noise
[ wn3 ]
Maybe I am misunderstanding it.
For info, when I run the code, I get size(B_est) is 3x3 and size(D_est) is 1x3.

Antworten (0)

Kategorien

Mehr zu Model Predictive Control Toolbox finden Sie in Help Center und File Exchange

Produkte


Version

R2021b

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by