Unscented Kalman Filter - How to add noise to the system? - Simulink
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I am trying to use the Unscented Kalman Filter block in my Simulink model. My state transition function and my measurement function have each noise (Equations are attached as a picture). I am not sure, how to include those noise to the Unscented Kalman Filter block. One can add the noise by typing those in to the Kalman filter block (first screenshot) or add those as the w[k] or v[k] variables to the state equation and to the measurement equation (secound screenshot). Unfortunately, the matlab documentation does not tell, wheter both options have the same functionality. Can someone please give me some advice and tell which option I should go for? Thank you!
Shubham Khatri on 4 Dec 2020
To my understanding, You have to do both the things. The function will be different based on the noise is additive or non additive and accordingly you have to give the noise value. Some more information would be helpful.