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

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----

?????文件???????3636??2007-01-14?17:09??ParticleEx1.m

?????文件???????5815??2007-01-14?18:35??ParticleEx2.m

?????文件???????6115??2007-01-11?12:19??ParticleEx3.m

-----------?---------??----------?-----??----

????????????????15566????????????????????3