NLFilter:

Path: Common/Control

% Implements a nonlinear fixed gain filter.

   Implements a nonlinear fixed gain filter of the form

   dx/dt = f(x,u,t) + k*(y - h(x,u,t))

   f and h are strings giving the names of functions.

   f is of the form f( x, t, u, k, y, h )
   h is of the form h( x, u, t )

   A 4th order Runge-Kutta is used to propagate the equations of motion.

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   Form:
   x = NLFilter( f, h, x, t, k, u, y, dT )
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   ------
   Inputs
   ------
   f                   Right hand side of the differential equations
   h                   Measurement equations
   x                   State vector
   t                   Time
   k                   Gain matrix
   u                   Known inputs
   y                   Actual measurements
   dT                  Time step

   -------
   Outputs
   -------
   x                   State vector

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Children:

Math: Integration/RK4

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