How to use kalman filter block in simulink

Hello i aim to use kalman filter in smulink to estimate parameters from my model , the challenge is that my model is simscape model and in kalman filter it requires some state space matrices(A B C D ), which requires a knowledge of my model in state space model and which i do not master due to non linearity and complexity of my model (PV+ DC CONVERTER) . in this case how to do so and which steps to follow in order to Impliment kalman filter for such models !?

Answer 1

[Abhipsa]

Hi @YASSER,

According to the official MATLAB documentation, the "linear kalman filter" is used for estimating the state of an object if the estimation system is linear and Gaussian.

You can refer to the MATLAB documentation link below for more information on "linear kalman filter":

• https://www.mathworks.com/help/releases/R2024b/fusion/ug/linear-kalman-filters.html

For the non-linear systems you can either use "extended kalman filter" or "unscented kalman filter" depending on the use case.

You can refer to the MATLAB documentations below for more information:

• Extended Kalman Filter: https://www.mathworks.com/help/releases/R2024b/fusion/ug/extended-kalman-filters.html#:~:text=If%20your%20system%20is%20nonlinear%2C%20you%20should%20use%20a%20nonlinear%20filter%2C%20such%20as%20the%20extended%20Kalman%20filter%20or%20the%20unscented%20Kalman%20filter%20(trackingUKF).
• Unscented Kalman Filters: https://www.mathworks.com/help/releases/R2024b/fusion/ref/trackingukf.html
• Introduction to estimation filters:https://www.mathworks.com/help/releases/R2024b/fusion/ug/introduction-to-estimation-filters.html

There is a MATLAB example demonstrating how to perform nonlinear state estimation using exteneded kalman function in Simulink for a system which can be accessed using the below link:

• https://www.mathworks.com/help/releases/R2024b/control/ug/multirate-nonlinear-state-estimation-in-simulink.html

Here, instead of the state space matrices(A B C D), the "state transition function" and "measurement model function" can be used.

I hope this helps you.

[YASSER]

Thank you @Abhipsa for your comment

However my primary issue is how to obtain the state transition and measurement functions from my simscape model to use it to fill the block proprieties of the UKF block

And later on the rest of block proprieties as Covariance matrice of the process and measurement

alfa, Beta and Kappa