Simulink Implementation of Kalman Filter

Hello,

We are currently in the process of porting an existing m-file Kalman Filter into a Simulink model. We were able to do this successfully via an m-file s-function, but the hit to performance was pretty significant. Currently we are debating implementing the filter using native Simulink blocks, or creating a C++ s-function. In general, which would be more efficient with regards to run-time?

Thanks

Answer 1

[Honglei Chen]

There is a Kalman filter block shipped with DSP System Toolbox, does it work for you?

http://www.mathworks.com/help/dsp/ref/kalmanfilter.html

HTH

[schemp98]

Thanks, but we would like to use our own Kalman filter, I really was interested in finding out if an "C++ S-Function" or a Simulink Block version (constructed with only the native library blocks) would be more computationally efficient