Unscented Kalman filter (Simulink), how to connect Transfer- and Measurement Functions properly?

Sorry for my bad english (I use Matlab R2017b)

Hello people, i try since few days to implement my UKF (Unescented Kalman Filter), to estimate some not measurable states of my Transfer Function. I read several times the help docs, but i still don't understand how to integrate simulink functions (like transfer- and measurable function) properly in Simulink circuit. I only use Simulink functions, which are directly implemented in the same simulink file (see the peacture below). My Problem is, the solution of my estimation (see in peacture x3^ and x4^) give me a really slow estimation of the right magnitude, i speak heare about 5 seconds before the signal reach the right value. So i wounder, maybe i just connected the circuit wrong, and this is the reason for so slow response, because even if i play with a, b, k parameters, my solution show no changes.

Can somebody help me, is this wiring correct?

Answer 1

[Alexander Al]

At the end i got the solution. You don't have to call your measurement Function in your circuit. The only things you have to do, is just to define your Transfer-Function and your Measuremnt-Function as simulink functions, and the only place they got called is the UKF Block himself (no extra call in circuit is needed). On the UKF you connect only your measuremnt signals from your sensors, but in the same order like your outputs from measuremnt function.

[Catherine Seguin]

Hi! Thanks for your question and answer. Could you please put a picture of the new wiring just to make sure I understand how you solved the problem? Thanks a lot!

[Alexander Al]

Hi, you find my answer below :)

Answer 2

[Alexander Al]

My solutions you will find in the pictures bellow.

On the first picture yous see the solution for my personal problem. I tried to calculate an acceleration signal with my Measurement function back from my states. But because i have an extra sensor for measuring the acceleration so i just conected this signal direct to my ukf (i took it separatly, because my states dont have an extra acceleraton state).

I think the more common solution you can see in the picture below. In this case you just build your meassurement function as a usual block again. But it is just a copy of measurement function circuit inside a subsystem block (this is not a function anymore). Maybe it will also work when you build your circuit like in the picture from my question, but i'am not sure.

[Catherine Seguin]

Thank you!!