資源簡介
不要寫EKF代碼,只要輸入系統方程和量測方程即可濾波
代碼片段和文件信息
function?[x_kP_k]=ekf_rn(fxPhzQR)
%?EKF???Extended?Kalman?Filter?for?nonlinear?dynamic?systems
%?[x?P]?=?ekf(fxPhzQR)?returns?state?estimate?x?and?state?covariance?P?
%?for?nonlinear?dynamic?system:
%???????????x_k+1?=?f(x_k)?+?w_k
%???????????z_k???=?h(x_k)?+?v_k
%?where?w?~?N(0Q)?meaning?w?is?gaussian?noise?with?covariance?Q
%???????v?~?N(0R)?meaning?v?is?gaussian?noise?with?covariance?R
%?Inputs:???f:?function?handle?for?f(x)
%???????????x:?“a?priori“?state?estimate
%???????????P:?“a?priori“?estimated?state?covariance
%???????????h:?fanction?handle?for?h(x)
%???????????z:?current?measurement
%?
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