Asked by Lina Alhelo
on 9 May 2019 at 14:41

I used this code for perfoming kalman filtering for signal data. the measurment are random created.

this massege was appearing (Unable to perform assignment because the left and right sides have a

different number of elements.)

% %Initializations

Pk_prev = [0,0; 0,0];

x_kprev_hat = [0 ; 0];

xk_hat = [];

% Time update equations

A= [0.5 , 0 ; 0 , 0.3];

B = 0;

% Measurement update equations

H = [ 1 , 0];

z = rand(2,200);

E_x=[1,0 ; 0,1]; %Simulating noisy measurements

E_s =[1,0 ; 0,1];

E_y=1

%Measurement model

z_k = H*(z + 1) + E_y;

P = zeros(1,length(z));

% Measurement noise

R =1;%R = 0.000001 for a very low value

% Process noise covariance

Q =[1, 0; 0, 1];

for k = 1: length(z)

x_k_hat_minus = A*x_kprev_hat+ E_x ; %a priori estimate

Pk_minus = A*Pk_prev * A'+ Q; %A priori estimate error covariance

Kk = Pk_minus/(Pk_minus + R);%Kalman gain

x_kprev_hat = x_k_hat_minus + Kk*(z_k(k) - x_k_hat_minus); %A priori estimate

xk_hat = cat(2,xk_hat,x_kprev_hat);%A posteriori estimate

Pk_prev = (1 - Kk)*Pk_minus;%A posterirori estimate error covariance

P(k) = Pk_prev;

end

plot(z_k,'bx-');

hold on;

plot(xk_hat,'gx-');

plot(z*ones(1,200),'rx-');

figure;

plot(P,'r');

E_y =1

Answer by Star Strider
on 9 May 2019 at 14:57

Accepted Answer

The ‘Pk_prev’ variable is a (2x2) matrix. You cannot assign that to a scalar array element in ‘P’.

If you preallocate ‘P’ as:

P = zeros(2,2,length(z));

and then assign it as:

P(:,:,k) = Pk_prev;

your code works. You then need to plot ‘z’ as:

plot(z,'rx-');

Plotting ‘P’ however is not possible with your current code.

You can plot it with this:

figure

hold all

for k = 1:size(P,3)

surf(P(:,:,k))

end

hold off

grid on

view(-30,30)

Experiment to get the result you want.

Lina Alhelo
on 18 May 2019 at 3:41

thank you very much for your contribution. I have solved this issues as your comments but now the drawings are not as wanted.

%z - voltage to be measured

z = rand(2,800);

%Process model: x_k = Ax_k-1 + E_x

%Mearuement model:z_k = H(x_k+E_s) + E_y

%E_x and E_y are process and measurement noise respectively

%Initializations

Pk_prev = [1 0;

0 1];

x_kprev_hat = [0;

0];

xk_hat = [];

% Time update equations for z from 1-200

A = [0.5 0;

0 0.3];

E_y = 1; % Measurement noise (R)

% Measurement update equations

H = [1 1];

%Simulating noisy measurements

%Measurement model

E_s= [25 ;

25 ];

z_k = H*(z+E_s) + E_y ;

P = zeros(2,2,length(z));

% Process noise covariance

E_x= [1 0;

0 1]; % Q

for k = 1: length(z)

x_k_hat_minus = A*x_kprev_hat+E_x; %a priori estimate

Pk_minus = A*Pk_prev*A' + E_x; %A priori estimate error covariance

Kk = Pk_minus*(H')/(H*Pk_minus*(H') + E_y);%Kalman gain

x_kprev_hat = x_k_hat_minus + Kk*(z_k(k) - H*x_k_hat_minus); %A priori estimate

xk_hat = cat(2,xk_hat,x_kprev_hat);%A posteriori estimate

Pk_prev = (1 - Kk*H)*Pk_minus;%A posterirori estimate error covariance

P(:,:,k) = Pk_prev;

end

plot(z_k,'bx-');

hold on;

plot(xk_hat,'gx-');

plot(z,'rx-');

Star Strider
on 19 May 2019 at 12:36

I cannot follow what you are doing.

I have no suggestions on how to make your code produce the plot you expect.

Sign in to comment.

Answer by Alex Mcaulley
on 9 May 2019 at 14:53

Running your code, it throws an error in this line

P(k) = Pk_prev;

The problem is that PK_prev is of size 2x2 and P is 1x200, then the assignment is incorrect.

Lina Alhelo
on 18 May 2019 at 3:56

how I can make Pk_prev to be of the same size?

Sign in to comment.

Opportunities for recent engineering grads.

Apply Today
## 2 Comments

## Alex Mcaulley (view profile)

Direct link to this comment:https://www.mathworks.com/matlabcentral/answers/461170-unable-to-perform-assignment-because-the-left-and-right-sides-have-a-different-number-of-elements#comment_703519

## Lina Alhelo (view profile)

Direct link to this comment:https://www.mathworks.com/matlabcentral/answers/461170-unable-to-perform-assignment-because-the-left-and-right-sides-have-a-different-number-of-elements#comment_704559

Sign in to comment.