資源簡介
之前一直說要上傳多維CKF濾波的例子,一直沒時間,這次上傳的是一個多維函數,在你的仿真中直接調用運行即可,程序都是自己一個一個敲出來的,并且經過測試的。
代碼片段和文件信息
%%?---------------------------------------------------------------
%?Version:?20121120?one?of?the?functions?for?Nonlinear?Filtering.All
%?Rights?Reserved.?Anyone?can?use?it?for?your?own?simulations.?Do?not?modify
%?the?following?comments.
%?
%?Implementation?of?the?third-degree?cubature?Kalman?filters.?This?script
%?could?be?applied?to?multi-dimensional?models.
%?
%?Caution:?For?validating?the?third-degree?cubture?Kalman?fiters?only
%?the?model?employed?is?known?as?the?bearing-only?tracking?(four-dimensional
%?model)?the?values?of?parameters?can?be?referred?to?the?following
%?references:
%?[1]?I.?Arasaratnam?S.?Haykin?“Cubature?Kalman?filters“?IEEE?Trans.
%?Automat.?Control?vol.?54?no.?6?2009?pp.?1254-1269.
%?[2]?X.?C.?Zhang?C.?J.?Guo?“Square-root?imbedded?cubature?Kalman
%?filtering“?Control?Theory?&?Applications?to?appear.?(In?Chinese).
%?[3]?X.?C.?Zhang?C.?J.?Guo?“Cubature?Kalman?filters:?Derivation?and
%?extension“?Chinese?Physics?B?accepted.
%
%?
%??????????????????????????????????????????????-?By?Irvingzhang(UESTC)
%????????????????????????????????????????????????????2012-11-20
%??????????????????????????????????????Email?Address:?irving_zhang@163.com
%%?---------------------------------------------------------------
function?[x?P]?=?Third_degree_CKF(xhat?Pplus?z)
global?Q?R?fai?gama?kesi?w?m;
%%?---------------------------3rd-degree?CKF----------------------
%%?-----------------------------Time?Update-----------
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