function?[ErrKarray?ErrKCarray?ErrHinfarray?ErrHinfCarray]?=?AddHinfConstr（g?T?tf）

%?function?AddHinfConstr
%?This?m-file?simulates?a?vehicle?tracking?problem.
%?The?vehicle?state?is?estimated?with?a?minimax?filter.
%?In?addition?with?the?a?priori?knowledge?that?the?vehicle?is?on
%?a?particular?road?the?vehicle?state?is?estimated?with?a?
%?constrained?minimax?filter.
%?This?m-file?also?simulates?a?Kalman?filter?and?constrained
%?Kalman?filter?so?you?can?compare?results.
%?The?state?consists?of?the?north?and?east?position?and?the
%?north?and?east?velocity?of?the?vehicle.
%?The?measurement?consists?of?north?and?east?position.
%?For?further?details?see?the?web?site?
%?http://www.csuohio.edu/simond/minimaxconstrained/.
%?INPUTS
%???g?=?gamma?（I?suggest?40）
%???T?=?time?step?in?seconds?（I?suggest?1）
%???tf?=?final?time?in?seconds?（I?suggest?120）
%?OUTPUTS
%???ErrKarray?=?time?varying?array?of?error?of?Kalman?unconstrained?state?estimate
%???ErrKCarray?=?time?varying?array?of?error?of?Kalman?constrained?state?estimate
%???ErrHinfarray?=?time?varying?array?of?error?of?Minimax?unconstrained?state?estimate
%???ErrHinfCarray?=?time?varying?array?of?error?of?Minimax?constrained?state?estimate

if?~exist（‘g‘?‘var‘）
????g?=?40;
end
if?~exist（‘T‘?‘var‘）
????T?=?1;
end
if?~exist（‘tf‘?‘var‘）
????tf?=?120;
end

Q?=?diag（[4?4?1?1]）;?%?Process?noise?covariance?（m?m?m/sec?m/sec）
Qsqrt?=?sqrt（Q）;

R?=?diag（[900?900]）;?%?Measurement?noise?covariance?（m?m）
Rsqrt?=?sqrt（R）;

theta?=?pi?/?3;?%?heading?angle?（measured?CCW?from?east）
tantheta?=?tan（theta）;

%?Define?the?initial?state?x?initial?unconstrained?Kalman?filter?estimate?xhat
%?and?initial?constrained?Kalman?filter?estimate?xtilde.
x?=?[0;?0;?tantheta;?1]?*?100;
xhat?=?x;
xtilde?=?x;
P?=?diag（[R（11）?R（22）?Q（11）?Q（22）]）;?%?Initial?estimation?error?covariance

%?AccelDecelFlag?is?used?to?simulate?the?vehicle?alternately?accelerating?and
%?decelerating?as?if?in?traffic.
AccelDecelFlag?=?1;

%?System?matrix.
A?=?[1?0?T?0;?0?1?0?T;?0?0?1?0;?0?0?0?1];

%?Input?matrix.
B?=?[0;?0;?T*sin（theta）;?T*cos（theta）];

%?Normalized?measurement?matrix.
C?=?inv（Rsqrt）?*?[1?0?0?0;?0?1?0?0];

%?State?constraint?matrices.
D?=?[1?-tantheta?0?0;?0?0?1?-tantheta];
%?Normalize?D?so?that?D*D‘=I.
D?=?D?/?sqrt（1?+?tantheta^2）;
V?=?D‘?*??D;
d?=?[0;?0];

%?Initialize?arrays?for?saving?data?for?plotting.
xarray?=?[];
xhatarray?=?[];
xtildearray?=?[];
randn（‘state‘?sum（100*clock））;

%?Minimax?initialization.
%?Make?sure?that?xtildeinf?satisfies?the?state?constraint.
Qbar?=?P;?
Qtilde?=?P;
xhatinf?=?x;
xtildeinf?=?x;
xhatinfarray?=?[];
xtildeinfarray?=?[];

for?t?=?T?:?T?:?tf
????
????%?Get?the?noise-corrupted?measurement?z.
????z?=?C?*?x;
????MeasErr?=?randn（size（z））;
????z?=?z?+?MeasErr;
????
????%?Set?the?known?input?u.
????if?AccelDecelFlag?==?1
????????if?（x（3）?>?30）?|?（x（4）?>?30）
????????????AccelDecelFlag?=?-1;
????????end
????else
??????

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
?????文件???????89785??2017-11-02?17:39??西蒙—最優狀態估計卡爾曼H∞及非線性濾波（中英）\AppendixC.pdf
?????文件??????162423??2017-11-02?17:40??西蒙—最優狀態估計卡爾曼H∞及非線性濾波（中英）\errata.pdf
?????文件??????231841??2017-11-02?17:43??西蒙—最優狀態估計卡爾曼H∞及非線性濾波（中英）\ESDNonlinear.pdf
?????文件??????442575??2017-11-02?17:43??西蒙—最優狀態估計卡爾曼H∞及非線性濾波（中英）\hinfinity.pdf
?????文件??????435748??2017-11-02?17:42??西蒙—最優狀態估計卡爾曼H∞及非線性濾波（中英）\kalman.pdf
?????目錄???????????0??2018-07-27?23:00??西蒙—最優狀態估計卡爾曼H∞及非線性濾波（中英）\MATLAB\
?????文件???????10137??2017-11-02?17:48??西蒙—最優狀態估計卡爾曼H∞及非線性濾波（中英）\MATLAB\AddHinfConstr.m
?????文件????????3881??2017-11-02?17:48??西蒙—最優狀態估計卡爾曼H∞及非線性濾波（中英）\MATLAB\AddHinfConstrMonte.m
?????文件????????1291??2017-11-02?17:47??西蒙—最優狀態估計卡爾曼H∞及非線性濾波（中英）\MATLAB\AddHinfEx1.m
?????文件????????5816??2017-11-02?17:47??西蒙—最優狀態估計卡爾曼H∞及非線性濾波（中英）\MATLAB\AddHinfEx3.m
?????文件?????????969??2017-11-02?17:45??西蒙—最優狀態估計卡爾曼H∞及非線性濾波（中英）\MATLAB\Chemical.m
?????文件????????3981??2017-11-02?17:46??西蒙—最優狀態估計卡爾曼H∞及非線性濾波（中英）\MATLAB\Colored.m
?????文件????????2078??2017-11-02?17:46??西蒙—最優狀態估計卡爾曼H∞及非線性濾波（中英）\MATLAB\ContEx.m
?????文件????????2849??2017-11-02?17:45??西蒙—最優狀態估計卡爾曼H∞及非線性濾波（中英）\MATLAB\Correlated.m
?????文件????????1435??2017-11-02?17:45??西蒙—最優狀態估計卡爾曼H∞及非線性濾波（中英）\MATLAB\DiscreteKFAlt.m
?????文件????????1997??2018-03-14?10:53??西蒙—最優狀態估計卡爾曼H∞及非線性濾波（中英）\MATLAB\DiscreteKFEx1.m
?????文件????????1840??2017-11-02?17:45??西蒙—最優狀態估計卡爾曼H∞及非線性濾波（中英）\MATLAB\DiscreteKFEx2.m
?????文件?????????899??2017-11-02?17:45??西蒙—最優狀態估計卡爾曼H∞及非線性濾波（中英）\MATLAB\DiscreteKFEx2Plot.m
?????文件????????3000??2017-11-02?17:48??西蒙—最優狀態估計卡爾曼H∞及非線性濾波（中英）\MATLAB\ExtendedBody.m
?????文件????????4848??2017-11-02?17:46??西蒙—最優狀態估計卡爾曼H∞及非線性濾波（中英）\MATLAB\FixIntSmooth.m
?????文件????????4469??2017-11-02?17:46??西蒙—最優狀態估計卡爾曼H∞及非線性濾波（中英）\MATLAB\FixLagSmooth.m
?????文件????????5058??2017-11-02?17:46??西蒙—最優狀態估計卡爾曼H∞及非線性濾波（中英）\MATLAB\FixPtSmooth.m
?????文件?????????360??2017-11-02?17:47??西蒙—最優狀態估計卡爾曼H∞及非線性濾波（中英）\MATLAB\HinfContEx1a.m
?????文件????????2887??2017-11-02?17:47??西蒙—最優狀態估計卡爾曼H∞及非線性濾波（中英）\MATLAB\HinfContEx1b.m
?????文件?????????508??2017-11-02?17:47??西蒙—最優狀態估計卡爾曼H∞及非線性濾波（中英）\MATLAB\HinfEx1a.m
?????文件????????1719??2018-07-27?22:23??西蒙—最優狀態估計卡爾曼H∞及非線性濾波（中英）\MATLAB\HinfEx1b.m
?????文件?????????972??2017-11-02?17:49??西蒙—最優狀態估計卡爾曼H∞及非線性濾波（中英）\MATLAB\House1.m
?????文件???????14260??2017-11-02?17:48??西蒙—最優狀態估計卡爾曼H∞及非線性濾波（中英）\MATLAB\Hybrid2.m
?????文件????????3106??2017-11-02?17:48??西蒙—最優狀態估計卡爾曼H∞及非線性濾波（中英）\MATLAB\HybridBody.m
?????文件????????8046??2017-11-02?17:48??西蒙—最優狀態估計卡爾曼H∞及非線性濾波（中英）\MATLAB\HybridSimplex.m
?????文件????????5132??2017-11-02?17:48??西蒙—最優狀態估計卡爾曼H∞及非線性濾波（中英）\MATLAB\HybridUKF.m
............此處省略20個文件信息