Can I use the ode45 solver for the state update in a unscented Kalman filter
조회 수: 3 (최근 30일)
이전 댓글 표시
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
댓글 수: 0
채택된 답변
Rajesh Balagam
2017년 9월 18일
편집: Rajesh Balagam
2017년 9월 18일
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/
댓글 수: 0
추가 답변 (0개)
참고 항목
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!