MATLAB / Simulink Tutorial: Discrete MIMO Kalman Filter Design and Implementation

In this video you will learn how to design a Kalman filter and implement the observer using MATLAB and Simulink for a multivariable state space system with 5 states and 2 inputs. The dynamic model represents the longitudinal dynamics of the aircraft and is taken from here:
arc.aiaa.org/d...
In this video you will learn step-by-step:
1) Algebraic Riccatti Equation and Observer Theory
2) Assessing stability of the Kalman Filter
3) Determining the optimum Kalman Gain based on covariance matrices (Q and R)
4) Implementing the design in Simulink and using tools such as: adding noise, discrete time integration (z domain), block diagram structure of the observer, along with analyzing the kalman filter results (innovation error) and filter performance.
Thanks for watching!
Best Wishes,
VDEngineering
~~My Udemy Courses on Motion Planning / Navigation / Trajectory Planning:
www.udemy.com/...
My Instagram: / vinayak_desh
My Website: www.vinayakd.com/

[@anneoni691]

"You may get bored, but that's not on me" cracks me up each time I watch this video, thank you for putting out useful content, impossible to be bored with.

[@VDEngineering]

thx

[@BiancaDianaT]

Saw your Insta story yesterday and was wondering what video you're up to.
I open up this morning and ZOMG KALMAN!
Yisssssssssss

[@VDEngineering]

Haha

[@syrc104]

Hey man. Your video is so helpful. Thank you for posting. Keep up the good work!

[@imamnegeri8825]

wow amazing bro, please explain this concept with mpu6050 sensor＋arduino＋simulink matlab. thanks

[@ritolina84]

Amazing bro.

[@dibyendusen2917]

please please prepare a similar video on EKF

[@alexandrepasso1952]

Hey man! I am finishing my degree in Mechanical Engineering this month (actually almost submetting my thesis next week) and I would just like to say that your videos are awesome.
I have just one small doubt: here, you assumed your C matrix always gives you access to all states, but an observer is designed to access some of the states that are not available (or even if it is preferable to estimate them rather than measuring them directly), right? How does the G and H matrices vary then? I keep having the size errors when I use "sys_cont=ss(A,[B G_4S], C, [D H_4S]);" even when I adapt the dimensions of the matrices...
Anyways, your videos have been a large help throughout my course and particularly this one regarding my thesis since I am using kalman filter to estimate some states. Thank you very much!

[@ucontrolchannel5967]

Again another amazing video, thank you bro. Could you also show us how to use Kalman Filter block in Simulink? Thank youuuuu veerryy muchh.

[@vdengineering2666]

It just does what I explained in my C++ video, so refer to that one

[@ragadalabady4610]

Hi, Thank you for sharing your knowledge and skills with us. I was wondering if you know how we can get the new matrices (A, B, C, D) to design a Kalman filter with a plant using KF block from Simulink? could you please make a video by using KF block from Simulink to estimate yhat

[@saravananty7088]

Dear Sir, Can we apply for induction motor speed control measurement. In Closed loop control instead of speed decoder can we use kalman observer. Please give me reply.

[@veerendrachabbi8219]

Please make vd on EKF method for SOC estimation using simulink.

[@venkateshnayak5096]

Hey Great video, for someone like me who is a novice in the domain of control systems, @7.01, how was wondering how you got that matrix. Is it a standard matrix of some kind ?

[@gurramakhil6068]

NICE
CAN YOU EXPLAIN ABOUT MATLAB SIMULINK IN DETAIL

[@gouthamsaraladhasarathan1394]

Hello, I couldn't find your previous video on 1D kalman filter, can you point me to it?

[@oussamabouaiss7928]

sys_kf=ss(Aol , [Bol G 05*5] , Col , [Dol H I5*5] ) I m afraid u didnt consider V noise in Kalman command

[@jackotatty]

How do you discretize to implement in a controller?

[@SaeedAcronia]

Nice video but I think a mistake happened with you w vector. I think it has to be m*1 matrice because disturbances don't affect all the states but instead only the input variables (u).

[@VDEngineering]

No it affects everything

[@SaeedAcronia]

@@VDEngineering I mean how could you affect position without first affecting the acceleration?!

[@hermonabraham8285]

can we use Simulink for satellite simulation??if not what kind of software is available for satellite simulation please I need help for y project

[@VDEngineering]

Yes you can

[@44chawy44]

Hi, how did you make your Matlab have a dark theme?

[@VDEngineering]

type preferences then go to colors

[@harshalnikhade7058]

Bro shut that audio filter off. It sounds disgusting. Seriously.

[@francisusen5414]

Great video. Please how may I contact you online...whatsapp or email...?