function?ParticleEx1

%?Particle?filter?example?adapted?from?Gordon?Salmond?and?Smith?paper.
%本程序是粒子濾波的基礎程序，是93年那篇經典文獻的復現程序！

x?=?0.1;?%?initial?state
Q?=?1;?%?process?noise?covariance
R?=?1;?%?measurement?noise?covariance
tf?=?50;?%?simulation?length

N?=?100;?%?number?of?particles?in?the?particle?filter

xhat?=?x;
P?=?2;
xhatPart?=?x;

%?Initialize?the?particle?filter.
for?i?=?1?:?N
????xpart（i）?=?x?+?sqrt（P）?*?randn;
end

xArr?=?[x];
yArr?=?[x^2?/?20?+?sqrt（R）?*?randn];
xhatArr?=?[x];
PArr?=?[P];
xhatPartArr?=?[xhatPart];

close?all;

for?k?=?1?:?tf
????%?System?simulation
????x?=?0.5?*?x?+?25?*?x?/?（1?+?x^2）?+?8?*?cos（1.2*（k-1））?+?sqrt（Q）?*?randn;%狀態方程
????y?=?x^2?/?20?+?sqrt（R）?*?randn;%觀測方程
????%?Extended?Kalman?filter
????F?=?0.5?+?25?*?（1?-?xhat

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
?????目錄???????????0??2014-05-23?18:06??粒子濾波（particle?kf）\
?????文件????????1987??2014-05-19?11:09??粒子濾波（particle?kf）\MatLab粒子濾波源碼.txt
?????文件????????3697??2014-05-19?11:00??粒子濾波（particle?kf）\ParticleEx1（93年經典論文復刻版）.m
?????目錄???????????0??2014-05-19?11:08??粒子濾波（particle?kf）\sir\
?????目錄???????????0??2014-05-19?11:08??粒子濾波（particle?kf）\sir\sir\
?????文件????????1945??2006-03-08?17:29??粒子濾波（particle?kf）\sir\sir\bootstrap.m
?????文件?????????826??2006-03-08?17:29??粒子濾波（particle?kf）\sir\sir\importanceweights.m
?????文件?????????611??2006-03-08?17:29??粒子濾波（particle?kf）\sir\sir\predictstates.m
?????文件????????3428??2006-03-08?17:29??粒子濾波（particle?kf）\sir\sir\sirdemo1.m
?????文件????????3439??2006-03-08?17:30??粒子濾波（particle?kf）\sir\sir\sirdemo1.m~.txt
?????文件?????????678??2006-03-08?17:30??粒子濾波（particle?kf）\sir\sir\updatestates.m
?????目錄???????????0??2014-05-19?11:02??粒子濾波（particle?kf）\一維粒子濾波\
?????目錄???????????0??2014-05-19?11:02??粒子濾波（particle?kf）\一維粒子濾波\demo1\
?????文件????????1944??1998-09-08?22:34??粒子濾波（particle?kf）\一維粒子濾波\demo1\bootstrap.m
?????文件?????????825??1998-09-08?22:32??粒子濾波（particle?kf）\一維粒子濾波\demo1\importanceweights.m
?????文件?????????611??2011-05-05?14:27??粒子濾波（particle?kf）\一維粒子濾波\demo1\predictstates.asv
?????文件?????????610??1998-09-08?22:32??粒子濾波（particle?kf）\一維粒子濾波\demo1\predictstates.m
?????文件????????3427??1998-09-15?21:20??粒子濾波（particle?kf）\一維粒子濾波\demo1\sirdemo1.m
?????文件????????3438??1998-09-08?22:42??粒子濾波（particle?kf）\一維粒子濾波\demo1\sirdemo1.m~
?????文件?????????677??1998-09-08?22:31??粒子濾波（particle?kf）\一維粒子濾波\demo1\updatestates.m
?????文件????????2702??2014-05-19?11:16??粒子濾波（particle?kf）\二維粒子濾波.m
?????目錄???????????0??2014-05-19?10:58??粒子濾波（particle?kf）\粒子濾波的新算法\
?????目錄???????????0??2014-05-19?10:58??粒子濾波（particle?kf）\粒子濾波的新算法\MCMC\
?????文件?????????539??2007-03-29?20:27??粒子濾波（particle?kf）\粒子濾波的新算法\MCMC\gengamma.m
?????文件????????2277??2007-03-29?20:26??粒子濾波（particle?kf）\粒子濾波的新算法\MCMC\radialBirth.m
?????文件????????1988??2007-03-29?20:26??粒子濾波（particle?kf）\粒子濾波的新算法\MCMC\radialDeath.m
?????文件????????3570??2007-03-29?20:26??粒子濾波（particle?kf）\粒子濾波的新算法\MCMC\radialMerge.m
?????文件????????2629??2007-03-29?20:26??粒子濾波（particle?kf）\粒子濾波的新算法\MCMC\radialRW.m
?????文件????????3115??2007-03-29?20:27??粒子濾波（particle?kf）\粒子濾波的新算法\MCMC\radialSplit.m
?????文件????????2638??2007-03-29?20:26??粒子濾波（particle?kf）\粒子濾波的新算法\MCMC\radialUpdate.m
?????文件?????????301??2007-03-29?20:27??粒子濾波（particle?kf）\粒子濾波的新算法\MCMC\rjCubic.m
............此處省略71個文件信息