Kalman Filter - computation of system parameters

Hi, can you tell me what matlab function can compute the parameters A(k), B(k), C(k), D(k) of a system: x(k+1) = A(k)x(k) + B(k)u(k) y(k) = C(k)x(k) + D(k)u(k)

Answer 1

[SAI SRUJAN]

Hello Ilaria,

To compute the system parameters ( A(k) ), ( B(k) ), ( C(k) ), and ( D(k) ) for a state-space model in MATLAB, you can use the System Identification Toolbox.

Please go through the following code sample to proceed further,

data = iddata(y, u, Ts); % y: output data, u: input data, Ts: sample time
sys = ssest(data, n); % n: order of the system
[A, B, C, D] = ssdata(sys);

Please go through the following documentation to understand more about iddata and ssest MATLAB functions,

https://www.mathworks.com/help/ident/ref/iddata.html

https://www.mathworks.com/help/ident/ref/ssest.html

I hope this helps!