function?Basic5_SCKF

clear?all;
close?all;

x=0;%初始狀態(tài)?
xhat=0;%初始估計(jì)值
P=2;%初始估計(jì)方差
Q=1;%過程狀態(tài)協(xié)方差?
R=1;%測(cè)量噪聲協(xié)方差
T=100;%模擬長(zhǎng)度?
xArr=[x];%真實(shí)值數(shù)組
xhatArr=[xhat];%估計(jì)值數(shù)組

S=chol（P）‘;
c=sqrt（1）*[1-1];
for?k=1:T?
????%模擬系統(tǒng)?
????x=0.5*x+25*x/（1+x^2）+8*cos（1.2*（k-1））;?
????y=（x^2/20）+sqrt（R）*randn;
????%選取采樣點(diǎn)
????for?i=1:2
????????xc（i）=S*c（i）+xhat;
????end
????%采樣點(diǎn)權(quán)值
????w=1/2;
????%預(yù)測(cè)值
????for?i=1:2
????????xminus（i）=0.5*xc（i）+25*xc（i）/（1+xc（i）^2）+8*cos（1.2*（k-1））;
????end
????%預(yù)測(cè)的均值和方差
????xmean=0;
????for?i=1:2
????????xmean=xmean+w*xminus（i）;
????end
????Sq=chol（Q）‘;
????Tria_X=1/sqrt（2）*[xminus（1）-xmeanxminus（2）-xmean];
????Tria=[Tria_XSq];
????[~Sx]=qr（Tria‘0）;
????Sx=Sx‘;
????%選取采樣點(diǎn)
????for?i=1:2
????????xcc（i）=Sx*c（i）+xmean;
????end
????T

?屬性????????????大小?????日期????時(shí)間???名稱
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?????文件???????1693??2015-05-04?21:19??SCKF.m

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?????????????????1693????????????????????1