Extended Kalman Filter(EKF) in Matlab Simulink

Thread Starter


Joined Jan 9, 2012
Hi all,

I am currently designing a Extended Kalman Filter, estimating temperature in a permanent magnetic synchronize motor, in the Matlab Simulink. Attached pdf is the paper i am referring for my covariance matrix and state vector matrices. I have built the system in Simulink but the results are undesirable. I have some questions which hope can help me in my trouble shooting.

1. The covariance matrix P should it be initialized or just designed in a loop format?

2. The EKF system in SIMULINK should it be digitalised or in analog state?

I have also attached the overview of my EKF design would appreciate any advice and recommendations to improve my EKF system.

Greatly Appreciate any help. Cheers



Joined Feb 1, 2012
I wonder if you used the matlab s-function for the following blocks: Jacobian matrix, Kalman gain and covariance matrix.
thank you