additive noise process conditional added

Author: mehhdiii

Extended-Kalman-Filter-Algorithm.mltbx

@@ -1,9 +1,9 @@
 <deployment-project plugin="plugin.toolbox" plugin-version="1.0">
-  <configuration file="C:\Users\DevOps Engineer\Documents\GitHub\Extended-Kalman-Filter-Algorithm\Extended-Kalman-Filter-Algorithm.prj" location="C:\Users\DevOps Engineer\Documents\GitHub\Extended-Kalman-Filter-Algorithm" name="Extended-Kalman-Filter-Algorithm" target="target.toolbox" target-name="Package Toolbox">
+  <configuration file="E:\HU repository\OneDrive - Habib University\Academics-HU\Summers 2021\Object Tracking\Simulations\Extended-Kalman-Filter-Algorithm\Extended-Kalman-Filter-Algorithm.prj" location="E:\HU repository\OneDrive - Habib University\Academics-HU\Summers 2021\Object Tracking\Simulations\Extended-Kalman-Filter-Algorithm" name="Extended-Kalman-Filter-Algorithm" target="target.toolbox" target-name="Package Toolbox">
     <param.appname>Extended-Kalman-Filter-Algorithm</param.appname>
-    <param.authnamewatermark>Mehdi Raza Khorasani</param.authnamewatermark>
-    <param.email>[email protected]</param.email>
-    <param.company>Habib University</param.company>
+    <param.authnamewatermark />
+    <param.email />
+    <param.company />
     <param.summary />
     <param.description />
     <param.screenshot />
@@ -13,21 +13,31 @@
     <param.products.id />
     <param.products.version />
     <param.platforms />
-    <param.guid>a039b9e3-5def-43ef-9ae7-bcbefdaa8332</param.guid>
+    <param.guid>cedafdb9-6a59-4c93-a3b5-ddf093b20511</param.guid>
     <param.exclude.filters>% List files contained in your toolbox folder that you would like to exclude
 % from packaging.  Excludes should be listed relative to the toolbox folder.
 % Some examples of how to specify excludes are provided below:
 %
 % A single file in the toolbox folder:
+.git
+simulation
 .gitignore
 LICENSE
+Report
 .gitattributes
 README.md
 %
 % A single file in a subfolder of the toolbox folder:
-.git
-simulation
-Report
+% example/.svn
+%
+% All files in a subfolder of the toolbox folder:
+% example/*
+%
+% All files of a certain name in all subfolders of the toolbox folder:
+% **/.svn
+%
+% All files matching a pattern in all subfolders of the toolbox folder:
+% **/*.bak
 %</param.exclude.filters>
     <param.exclude.pcodedmfiles>true</param.exclude.pcodedmfiles>
     <param.examples />
@@ -105,12 +115,25 @@ Report
     <fileset.depfun.excluded />
     <fileset.package />
     <build-deliverables>
-      <file location="${PROJECT_ROOT}" name="Extended-Kalman-Filter-Algorithm.mltbx" optional="false">C:\Users\DevOps Engineer\Documents\GitHub\Extended-Kalman-Filter-Algorithm\Extended-Kalman-Filter-Algorithm.mltbx</file>
+      <file location="${PROJECT_ROOT}" name="Extended-Kalman-Filter-Algorithm.mltbx" optional="false">E:\HU repository\OneDrive - Habib University\Academics-HU\Summers 2021\Object Tracking\Simulations\Extended-Kalman-Filter-Algorithm\Extended-Kalman-Filter-Algorithm.mltbx</file>
     </build-deliverables>
     <workflow />
     <matlab>
       <root>C:\Program Files\MATLAB\R2021a</root>
-      <toolboxes />
+      <toolboxes>
+        <toolbox name="fixedpoint" />
+        <toolbox name="neuralnetwork" />
+      </toolboxes>
+      <toolbox>
+        <fixedpoint>
+          <enabled>true</enabled>
+        </fixedpoint>
+      </toolbox>
+      <toolbox>
+        <neuralnetwork>
+          <enabled>true</enabled>
+        </neuralnetwork>
+      </toolbox>
     </matlab>
     <platform>
       <unix>false</unix>

Extended-Kalman-Filter-Algorithm.prj

@@ -26,8 +26,8 @@
       %constructor of class
       function self = ExtendedKF(statetransition_f, measurement_f,...
               state_j, measurement_j, state_covariance,...
-              measurement_covariance, sampling_time, initial_x)
-          if nargin == 8
+              measurement_covariance, sampling_time, initial_x, additivenoise)
+          if nargin == 9
               self.statetransitionfcn = statetransition_f; 
               self.measurementfcn = measurement_f; 
               self.statej = state_j; 
@@ -42,7 +42,7 @@
               self.predhistory = zeros(self.state_dim); 
               self.measurementhistory = zeros(self.measurement_dim); 
               self.k = 1; 
-              self.hasadditivenoise = true; 
+              self.hasadditivenoise = additivenoise; 
               self.Plast = eye(self.state_dim(1)); 
           end
 
@@ -54,12 +54,13 @@
          self.vk = sqrt(self.statecovariance)*randn(self.state_dim(1), 1); 
          %create noisy plant state: REFERENCE VALUE
          xtrue_last = self.predhistory(:, end); 
-         xtrue = self.statetransitionfcn(xtrue_last, self.T); 
-         self.xk =  xtrue + self.vk;
+         
+         xtrue = self.statetransitionfcn(xtrue_last, self.T, 0); 
+         self.xk =  self.statetransitionfcn(xtrue_last, self.T, self.vk);
 
          xhat_last = self.predhistory(:, end); 
          F = self.statej(xhat_last, self.T); 
-         Xpred = self.statetransitionfcn(xhat_last, self.T); 
+         Xpred = self.statetransitionfcn(xhat_last, self.T, 0); 
          Ppred = F*(self.Plast)*F' + self.statecovariance; 
 
          %save the new values: 
@@ -75,12 +76,12 @@
          %create measurement noise
          self.wk = sqrt(self.measurementcovariance)*randn(self.measurement_dim(1), 1); 
          %create true measurement
-         yk = self.measurementfcn(self.xk, self.T) + self.wk; 
+         yk = self.measurementfcn(self.xk, self.T, self.wk); 
 
          %correcting measurement
          Xpred = self.predhistory(:, self.k); 
          H = self.measurementj(Xpred, self.T); 
-         Ypred = self.measurementfcn(Xpred); 
+         Ypred = self.measurementfcn(Xpred, self.T, 0); 
          Sk = H*self.Plast*H' + self.measurementcovariance; 
          Kk = self.Plast*H'*inv(Sk); 
 

ExtendedKF.m

@@ -1,8 +1,8 @@
-function yk = measurement_function(xk, T)
+function yk = measurement_function(xk, T, noise)
 x = xk(1); 
 y = xk(2); 
 rho = sqrt(x^2 + y^2); 
 
-yk = [rho; atan(y/x)]; 
+yk = [rho; atan(y/x)] + noise; 
 end