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How can i coding the residual sequence over a time window ?

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dab483
dab483 on 17 Feb 2014
Closed: dab483 on 26 Feb 2014
Hi,
I have this EKF Equation.
PMinus(:,:,i) = A(:,:,i)*P(:,:,i)*A(:,:,i)'+ Q(:,:,i);
xhat(:,:,i+1) = Fs(xhat(:,:,i),u(:,:,i),wp(:,:,i),dt);
K(:,:,i) = PMinus(:,:,i)*H'*(H*PMinus(:,:,i)*H'+R)^-1;
xhat(:,:,i+1) = xhat(:,:,i+1)+K(:,:,i)*(y(:,:,i+1)-H*xhat(:,:,i+1));
P(:,:,i+1) = (eye(4)-K(:,:,i)*H)*P(:,:,i);
and I apply Detection decision function (test statistic)
Lam(:,:,i)=(y(:,:,i)-xhat(1:3,:,i))'*((H*PMinus(:,:,i)*H'+R)^1)* (y(:,:,i)-xhat(1:3,:,i));
The detection is constructed using only a single sample of the residual (y-xhat). How can i coding the residual sequence over a time window ?

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