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Student Support Forum: 'Extended Kalman Filter/Estimator' topicStudent Support Forum > General > Archives > "Extended Kalman Filter/Estimator"

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Phab
02/06/13 09:11am

Hey there,
is there a way to do an extended kalman estimator on a non linear system in mathematica?

I linearized my system so i get

StateSpaceModel[{{{0, 1, 0, 0}, {-93914.3, -35.,
0.0125916, -13007.5}, {0., -1.37235*10^8, 0., 0}, {0, 0, 0,
0}}, {{0}, {0}, {8.61*10^9}, {0}}, {{1, 0, 0, 0}, {0, 0, 1,
0}}, {{0}, {0}}}, SamplingPeriod ->None, SystemsModelLabels -> \
None]

But i can't create any KalmanEstimator. Any Ideas?

Attachment: ekf_fail.nb, URL: ,
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