How to simulate continuous time EKF in simulink?
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littleboydan on 23 Mar 2020
Answered: Arkadiy Turevskiy on 7 Oct 2020
The EKF in the control system tool-box only deals with discrete non linear system. How to deal with continuous nonlinear system?
Arkadiy Turevskiy on 7 Oct 2020
The EKF itself is discrete-time, i.e., has to have discrete state transition and measurement functions, but the system you are modeling can be continuous. See the example for battery state-of-charge estimation in Control System Toolbox - battery is modeled as continuous system in Simscape.
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