Can I use the ode45 solver for the state update in a unscented Kalman filter
8 visualizaciones (últimos 30 días)
Mostrar comentarios más antiguos
Bolt Peter
el 12 de Sept. de 2017
Editada: Walter Roberson
el 18 de Sept. de 2017
Can I use the ode45 solver for the state update in a unscented Kalman filter?
In "vdpStateFcn" using ode45 instead of Euler Integration shown in: https://ch.mathworks.com/help/control/ug/nonlinear-state-estimation-using-unscented-kalman-filter.html
0 comentarios
Respuesta aceptada
Rajesh Balagam
el 18 de Sept. de 2017
Editada: Rajesh Balagam
el 18 de Sept. de 2017
You cannot use the ode45 function directly in the above example code as it will output integrated function values for all the time points instead of a single time-step value as required here. However, you can implement single-step updates of higher order methods such as Runge-Kutta ( https://en.wikipedia.org/wiki/Runge%2525E2%252580%252593Kutta_methods ) instead of the Euler method for better accuracy.
ode45 function itself uses an explicit Runge-Kutta formula, the Dormand-Prince pair (refer to the documentation page https://www.mathworks.com/help/matlab/ref/ode45.html#bu0200e-1)
You can find more information on other ODE integration methods related to this here https://blogs.mathworks.com/cleve/2014/05/26/ordinary-differential-equation-solvers-ode23-and-ode45/
0 comentarios
Más respuestas (0)
Ver también
Categorías
Más información sobre Ordinary Differential Equations en Help Center y File Exchange.
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!