MATLAB: How to numerically solve a system of ode’s that contains a lowpass filter in MATLAB

laplace transformlow-pass filterMATLABode23ode45state space systemsystem of ode's

Hi,
I'm trying to solve a system of ODE's with MATLAB's numerical ode solver e.g. ode45. The first thing to do is to implement a function f(t,y) returns the time derivatives of the state vector:
function dydt = myFunc(t,y)
%system of ODE's. y is a vector of three states
P = y(1)*y(2);
dy1 = P - y(2);
dy2 = 4*y(2) +2*y(3)*y(1);
dy3 = y(1)+y(3);
dydt = [dy1;dy2;dy3];
end
Then, the time evolution of y can be solved with the ode23 solver using:
% [0 100] is the time interval in which the solution is sought; [1; 2; 3] is the initial condiiton of states y(1), y(2), and y(3).
[t,y] = ode23(@myFunc, [0 100], [1; 2; 3;]);
My problem is that in my function defined above (just an example, not my actual system), the expression of P is not simply y(1)*y(2), but y(1)*y(2)*(_some low pass filter_). This low pass filter is causing the major trouble: I can't find a way to implement it, be it in time domain or in laplace form. Using a filter in laplace form, matlab will return an error saying laplace transform cannot be performed on data type: double.
% with a filter in laplace form
P = ilaplace(laplace(y(1)*y(2)) * omega / (s + omega));
Using a time-domain filter, I couldn't even retrieve the historical data of the states y(1) and y(2) in order to do that.
Potential solutions:
  • Using a state-space model instead of solving system of ode's: this can not be done because state space models in matlab only support linear systems but my model is nonlinear.
  • Using some vector global variable that could track the trajectory of y(1) and y(2) by appending new values every time myFunc is called: Possibly feasible, but ode23/45 uses variable step sizes and furthermore I'm not sure if myFunc will be called in the sequency of time when running ode23/45. If feasible, how can this be implemented exactly?
  • Any other thoughts?
Thanks for your help.

Best Answer

  • In ODE functions passed to ode23 (or any of the other ODE solvers), the arguments passed to ‘myFunc’ or any other such fucntion are single elements, not vectors. So ‘y(1)’ will be a single value (not a vector), ‘y(2)’ the same, although there will be two values for ‘t’ (or any other independent variable) in any step. It is not possible to filter a single value, or (in most situations) a short vector that is shorter than the filter vectors themselves.
    If you want to filter the integrated result (after the integration has been completed), first define tspan as a vector of several values using the linspace function, so the times and the integrated results will be regularly-spaced (required for digital filtering of any signal), then filter the results of the integration using your chosen filter.
    It is simply not possible to filter the integrated result any other way.