%%%我自己的注釋：可以單獨運行，是統(tǒng)計結(jié)果圖
function?ParticleEx1

%?Particle?filter?example?adapted?from?Gordon?Salmond?and?Smith?paper.

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(tài)方程
????y?=?x^2?/?20?+?sqrt（R）?*?randn;%觀測方程
????%?Extended?Kalman?filter
????F?=?0.5?+?25?*?（1?-?xhat^2）?/?（1

?屬性????????????大小?????日期????時間???名稱
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?????文件???????3681??2012-01-06?17:03??粒子濾波與其他模型比較\ParticleEx1.m

?????文件???????5877??2012-01-06?17:06??粒子濾波與其他模型比較\ParticleEx2.m

?????文件???????6200??2012-01-06?17:13??粒子濾波與其他模型比較\ParticleEx3.m

?????文件???????7676??2007-01-11?12:19??粒子濾波與其他模型比較\ParticleEx4.m

?????文件???????8057??2012-01-06?17:24??粒子濾波與其他模型比較\ParticleEx5.m

?????目錄??????????0??2012-01-16?17:21??粒子濾波與其他模型比較

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