資源簡介
有注釋的粒子濾波程序。粒子濾波(PF: Particle Filter)的思想基于蒙特卡洛方法(Monte Carlo methods),它是利用粒子集來表示概率,可以用在任何形式的狀態空間模型上。
代碼片段和文件信息
%?一維particle濾波
%?Process?function:
%???????????x(t)?=?x(t-1)./2?+?25*x(t-1)./(1?+?x(t-1).^2)?+?8*cos(1.2*t)?+?w(t);
%
%?Measurement?function:
%???????????y(t)?=?(x(t).^2)/20?+?e(t)
%
%?Date:?3/31/2006
clear;
N?=?1000;?????????????????%?Number?of?particles
P0?=?5;???????????????????%?Initial?process?noise?covariance
Q?=?10;???????????????????%?Process?noise?covariance
R?=?1;????????????????????%?Measurement?noise?covariance
T=100;????????????????????%?Step?of?time
pe?=?inline(‘1/(2*pi*1)^(1/2)*exp(-(x.^2)/(2*1))‘);?????%?表達式賦值給pe
f?=?inline(‘x./2+25*x./(1+x.^2)+8*cos(1.2*t)‘‘x‘‘t‘);?%?表達式賦值給f
h?=?inline(‘(x.^2)/20‘);??%?表達式賦值給h
x(1)?=?sqrt(P0)*randn(1);?%?Initial?state?value
y(1)?=?feval(hx(1))?+?sqrt(R)*randn(1);
for?t?=?2:T?????????????%?Simulate?the?system
?屬性????????????大小?????日期????時間???名稱
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?????文件???????2025??2010-12-11?21:56??有注釋的粒子濾波程序\particle?filter?program?with?comments?.m
?????目錄??????????0??2011-03-07?17:00??有注釋的粒子濾波程序
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?????????????????2025????????????????????2
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