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Comparison of RLS, a Kalman Filter and a H Infinity state Estimator in LabVIEW

Overview

This code allows the user to compare Recursive Least Squares (RLS) a Kalman Filter and an H Infinity State Estimator all for an auto-regressive system (all-pole system).

 

Description

This program compares Recursive Least Squares (RLS) a Kalman Filter and an H Infinity State Estimator all for an auto-regressive system (all-pole system). Shows that the H infinity method is best with a close run between RLS and the Kalman filter. The example shows a 3rd order all pole system. The option of additive noise is also given.

 

Requirements

LabVIEW 2012 (or compatible)

 

Steps to Implement or Execute Code

  1. Set Input Parameters
  2. Adjust the X, Y and Z positions of the cursor, as desired.

Additional Information or References

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**This document has been updated to meet the current required format for the NI Code Exchange.** 

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