function??[X_estCovX_est]?=?bifactorLS（LAQl）

????%?INPUT?:?L?observation?vector;
????%?????????A?design?matrix?;
????%?????????Ql?covariance?matrix?of?L;
????%?OUTPUT:?X_est?state?vector;
????%?????????covariance?matrix?of?X_est;

P=inv（Ql）;
X=inv（A‘*P*A）*A‘*P*L;
V=A*X?-?L;

%?????????%?K0=2.0-3.0;
%?????????%?K1=4.5-8.5;
????????????K0=2.0;
????????????K1=2.5;
%?while?（（norm（V1）>tol）&（iter
??????????standardedV=abs（V./std（V））;
??????????[mm]=size（P）;
??????????r?=?zeros（1m）;
%?start?calculate?reduction?factors
?????????????????????????????????for?ii=1:m
???????????????????????????????????????if?standardedV（ii）?<=?K0
????????????????????????????????????????????????r（ii）?=?1;
???????????????????????????????????????????elseif?（standardedV（ii）?>=?K0）?&?（standardedV（ii）?<=?K1）
????????????????????????????????????????????????r（ii）=?K0/abs（standardedV（ii））*（（K1-abs（standardedV（ii）））/（K1-K0））;
???????????????????????????????????????????else
????????????????????????????????????????????????r（ii）?=?0;
???????????????????????????????????????end?
?????????????????????????????????end
%?start?calculate?equivalent?weight?matrix?eqviP
????????????rij?=?zeros（mm）;
????????????????????????????????for?ii?=?1:m
????????????????????????????????????for?jj?=?1:m
????????????????????????????????????????rij（iijj）?=?sqrt（r（ii）*r（jj））;
????????????????????????????????????????eqviP（iijj）?=?rij（iijj）*P（iijj）;
????????????????????????????????????end
????????????????????????????????end?
????????????????????????????????
%?end
?%?estimating?with?equival?weight?
X_est?=?inv（A‘*eqviP*A）*A‘*eqviP*L;
[nm]=size（A）;
deg_free=n-m;
sigma?=?sqrt（（V‘*eqviP*V）/（n-m））;
%?posteriorcovariance?matrix
CovX_est?=?inv（A‘*eqviP*A）*sigma^2;

?屬性????????????大小?????日期????時(shí)間???名稱(chēng)
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?????文件???????1744??2009-06-24?21:40??bifactorRobustkalman\bifactorLS.m

?????文件???????3466??2009-06-24?22:12??bifactorRobustkalman\mainpro.M

?????文件??????28001??2009-05-24?11:19??bifactorRobustkalman\Roverpsedo.mat

?????文件???????1166??2009-06-24?21:40??bifactorRobustkalman\W_Robust_Kalman.m

?????文件?????297984??2009-06-25?18:53??bifactorRobustkalman\基于雙因子抗差權(quán)的KALMAN濾波模型研究.doc

?????目錄??????????0??2009-12-21?09:02??bifactorRobustkalman

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