State-space with added noise?
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Hi,
I'd like to simulate a state-space model where I add some process noise (to states) and measurement noise (to measurements). How do I do this in Simulink?
The system mathematically would be:
x_derivative = Ax+Bu+v (v is added noise to states)
y = Cx + w (w is added noise to measurements).
How do I add the noise vectors v and w to the basic state-space block found in Simulink library?
Or is the only way to calculate the state-space system inside a Matlab function block and add the noise there?
4 Comments
Stefan Raab
on 26 Oct 2015
Hello Joonas,
1) Yes, you could add the measurement noise simply to the output of the statespace block i suppose and I also think that there is no opportunity to add the process noise directly in the state-space block.
2) You found the right link. I would model the system like this. But if you have the equation x_derivative = Ax+Bu+v, you have to add the noise to x_derivative, not to x.
Kind regards, Stefan
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