%?THIS?PROGRAM?IS?FOR?IMPLEMENTATION?OF?DISCRETE?TIME?PROCESS?EXTENDED?KALMAN?FILTER
%?FOR?GAUSSIAN?AND?LINEAR?STOCHASTIC?DIFFERENCE?EQUATION.
%?By?（R.C.R.C.R）SPLABSMPL.
%?（17?JULY?2005）.
%?Help?by?Aarthi?Nadarajan?is?acknowledged.
%?（drawback?of?EKF?is?when?nonlinearity?is?high?we?can?extend?the
%?approximation?taking?additional?terms?in?Taylor‘s?series）.

clc;??close?all;?clear?all;

Xint_v?=?[1;?0;?0;?0;?0];
wk?=?[1?0?0?0?0];
vk?=?[1?0?0?0?0];

for?ii?=?1:1:length（Xint_v）
????
????Ap（ii）?=?Xint_v（ii）*2;
????W（ii）?=?0;
????H（ii）?=?-sin（Xint_v（ii））;
????V（ii）?=?0;
????Wk（ii）?=?0;
????
end

Uk?=?randn（1200）;
Qu?=?cov（Uk）;
Vk?=?randn（1200）;
Qv?=?cov（Vk）;
C?=?[1?0?0?0?0];
n?=?100;

[YY?XX]?=?EKLMNFTR1（ApXint_vUkQuVkQvCnWkWV）;

for?it?=?1:1:leng

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

?????文件???????1209??2016-01-12?13:47??EKF\EKF1.m

?????文件???????2090??2016-01-12?13:47??EKF\EKLMNFTR1.m

?????目錄??????????0??2016-01-12?13:58??EKF

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

?????????????????3299????????????????????3