clear
clc;
N=300;
CON?=?25;%房間溫度，假定溫度是恒定的
%%%%%%%%%%%%%%%kalman?filter%%%%%%%%%%%%%%%%%%%%%%
x?=?zeros（1N）;
y?=?2^0.5?*?randn（1N）?+?CON;%加過程噪聲的狀態(tài)輸出

x（1）?=?1;
p?=?10;

Q?=?cov（randn（1N））;%過程噪聲協(xié)方差
R?=?cov（randn（1N））;%觀測噪聲協(xié)方差
for?k?=?2?:?N
????x（k）?=?x（k?-?1）;%預(yù)估計k時刻狀態(tài)變量的值
????p?=?p?+?Q;%對應(yīng)于預(yù)估值的協(xié)方差
????kg?=?p?/?（p?+?R）;%kalman?gain
????x（k）?=?x（k）?+?kg?*?（y（k）?-?x（k））;
????p?=?（1?-?kg）?*?p;
end


%%%%%%%%%%%Smoothness?Filter%%%%%%%%%%%%%%%%%%%%%%%%

Filter_Wid?=?10;
smooth_res?=?zeros（1N）;
for?i?=?Filter_Wid?+?1?:?N
????tempsum?=?0;
????for?j?=?i?-?Filter_Wid?:?i?-?1
????????tempsum?=?tempsum?+?y（j）;
????end
????smooth_res（i）?=?tempsum?/?Filter_Wid;
end
%?figure（1）;
%?hist（y）;
t=1:N;
figure（1）;
expValue?=?zeros（1N）;
for?i?=?1:?N
???expValue（i）?=?CON;
end
plot（texpValue‘r‘tx‘g‘ty‘b‘tsmooth_res‘k‘）;
legend（‘expected‘‘estimate‘‘measure‘‘smooth?result‘）;
axis（[0?N?20?30]）
xlabel（‘Sample?time‘）;
ylabel（‘Room?Temperature‘）;
title（‘Smooth?filter?VS?kalman?filter‘）;

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----

?????文件???????1098??2010-03-17?21:30??Kalman.m

-----------?---------??----------?-----??----

?????????????????1098????????????????????1