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基于約束最小二乘法的濾波器FIR設計,效果理想
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function?[xe]=ukfopt(hxtolPQR)
%UKFOPT?????Unconstrained?optimization?using?the?unscented?Kalman?filter
%
%???????[xe]=ukfopt(fxtolPQR)?minimizes?e=norm(f(x))?until?e %???????and?R?are?tuning?parmeters?relating?to?the?Kalman?filter
%???????performance.?P?and?Q?should?be?n?x?n?where?n?is?the?number?of?
%???????decision?variables?while?R?should?be?m?x?m?where?m?is?the?
%???????dimension?of?f.?Normally?Q?and?R?should?be?set?to?d*I?e*I?where?
%???????both?d?and?e?are?vary?small?positive?scalars.?P?could?be?initially?
%???????set?to?a*I?where?a?is?the?estimated?distence?between?the?initial?
%???????guess?and?the?optimal?valuve.?This?function?can?also?be?used?to?solve?
%???????a?set?of?nonlinear?equation?f(x)=0.
%
%?This?is?an?example?of?what?a?nonlinear?K
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