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56.0 5.0 25.0 9.85 MB

Unscented Kalman Filter (UKF)

License: MIT License

C 89.18% MATLAB 10.66% CMake 0.11% Makefile 0.05%
ukf kalman s-function sigma-point-kalman-filter c estimation simulink matlab

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ukflib's Issues

UKF filter calculation diverge after 93.5 sec of s-fun simulation

How to reproduce the issue:

  1. Extend simulation time range in ukf.m till 160sec (N=1600)
  2. Set simulation time in Simulink model at 150sec.
  3. Run model and view scope with expected and observed states:
  • Expected result: During simulation expected and observed curves for system states should match each other with minimal deviation.
  • Observed result: First ~93.5 sec of simulation expected and observed curves are the same. After that time stamp significant deviation is observed, which soon lead to numerical filter diverge.

Note: It is strange that with different input stimulus and noise diverge always starts at 93.5 sec from simulation.

[30-Aug-2017] It seems like simulation issue. Simulation not change input signals(meas) on time stamp 93.5 i.e meas is the same for 93.4 and 93.5sec. Proposal to fix is rounding of time vector in ukf.m

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