I would like to use the EKF (extended Kalman filter) block. I have seen a very complicated example via my colleague, but it has too many extraneous parts to be understandable.
Our case is very simple. To give the simplest form, consider a pendulum, theta''[t] + sin[theta] = u[t], where u is a deterministic (known) input signal. We measure theta[t] (has noise) and want to estimate the velocity theta'[t] via the EKF. The measurements are rapid enough, relative to the period, that a simple discrete time EKF (e.g. Euler step) should be fine. So no fancy integration techniques are needed.
Does someone know how to set up such an example for the EKF block (or have something equivalent)? That would help us a lot. Thanks!