Overview

The Simulink model shows an example how the Kalman Filter can be

implemented in Simulink. The model itself is configured with a Gaussian

process connected with a Kalman Filter. To directly use this model, one

only needs to provide model prarameters including parameters of the

Gaussian process, which are state space matrices, A, B, C, and D, initial

state, x0, and covariance matrices, Q and R and similar parameters for

the Kalman Filter, which can be in different values to mimic the model

mismatch, plus the state covariance, P. The following examples show how

this model can be used.



The Kalman Filter can also be used as a standard model block to be

connected with any other systems-　 Overview

　The Simulink model shows an example how the Kalman Filter can be

　implemented in Simulink. The model itself is configured with a Gaussian

　process connected with a Kalman Filter. To directly use this model, one

　only needs to provide model prarameters including parameters of the

　Gaussian process, which are state space matrices, A, B, C, and D, initial

　state, x0, and covariance matrices, Q and R　and similar parameters for

　the Kalman Filter, which can be in different values to mimic the model

　mismatch, plus the state covariance, P. The following examples show how

　this model can be used.



　The Kalman Filter can also be used as a standard model block to be

　connected with any other systems