資源簡介
在無跡卡爾曼濾波的基礎上進行了改進,設計的自適應無跡卡爾曼濾波算法,適合有無跡卡爾曼濾波基礎的人進行學習。
代碼片段和文件信息
function?[xPC]?=?aukf(fstate?x?P?hmeas?z?Q?Rk1C)??
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%??
%?UKF?Unscented?Kalman?Filter?for?nonlinear?dynamic?systems??
%?無損卡爾曼濾波(Unscented?Kalman?Filter)函數,適用于動態非線性系統??
%?for?nonlinear?dynamic?system?(noises?are?assumed?as?additive):??
%???x_k+1?=?f(x_k)?+?w_k??
%???z_k?=?h(x_k)?+?v_k??
%?w?~?N(0Q)?meaning?w?is?gaussian?noise?with?covariance?Q??
%?v?~?N(0R)?meaning?v?is?gaussian?noise?with?covariance?R??
%?=============================參數說明=================================??
%?Inputs:???
%?fstate??-[function]:?狀態方程f(x)??
%?????x???-?????[vec]:?狀態先驗估計?“a?priori“?state?estimate??
%?????P???-?????[mat]:?方差先驗估計?“a?priori“?estimated?state?covariance??
%?hmeas???-[function]:?量測方程h(x)??
%?????z???-?????
?屬性????????????大小?????日期????時間???名稱
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?????文件???????3203??2019-05-27?15:32??AUKF\aukf.m
?????文件????????413??2019-05-08?16:23??AUKF\sigmas.m
?????文件????????723??2019-05-08?16:38??AUKF\ut.m
?????目錄??????????0??2019-06-14?16:55??AUKF
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?????????????????4339????????????????????4
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