function?[xkkPkkukkUkkD_Pk1kD_R]=aprivbkf（xkkPkkukkUkkFHzQRNtao1rou）

%%%%%%
nz=size（z1）;

nx=size（xkk1）;

%%%%%Time?update
xk1k=F*xkk;

Pk1k=F*Pkk*F‘+Q;

tk1k=（nx+1+tao1）;

Tk1k=tao1*Pk1k;

uk1k=rou*（ukk-nz-1）+nz+1;

Uk1k=rou*Ukk;

%%%%%Measurement?update
xkk=xk1k;

Pkk=Pk1k;

for?i=1:N
????
????%%%%%%%Update?IW?distribution?parameters?for?Pk1k
????Ak=（xkk-xk1k）*（xkk-xk1k）‘+Pkk;?????%%%%
????
????tkk=tk1k+1;????????????????????????%%%%
????
????Tkk=Tk1k+Ak;???????????????????????%%%%
????
????E_i_Pk1k=（tkk-nx-1）*inv（Tkk）;??????%%%%

????%%%%%%%Update?IW?distribution?parameters?for?Rk
????Bk=（z-H*xkk）*（z-H*xkk）‘+H*Pkk*H‘;??%%%%
????
????ukk=uk1k+1;????????????????????????%%%%
????
????Ukk=Uk1k+Bk;???????????????????????%%%%
????

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
?????文件????????1135??2018-01-02?14:30??Matlab?code?for?the?paper?‘A?Novel?Adaptive?Kalman?Filter?with?Inaccurate?Process?and?Measurement?Noise?Covariance?Matrices‘\aprivbkf.m
?????文件?????????245??2018-01-02?14:29??Matlab?code?for?the?paper?‘A?Novel?Adaptive?Kalman?Filter?with?Inaccurate?Process?and?Measurement?Noise?Covariance?Matrices‘\kf.m
?????文件????????4390??2018-01-02?14:31??Matlab?code?for?the?paper?‘A?Novel?Adaptive?Kalman?Filter?with?Inaccurate?Process?and?Measurement?Noise?Covariance?Matrices‘\main.m
?????文件?????????648??2011-03-30?14:51??Matlab?code?for?the?paper?‘A?Novel?Adaptive?Kalman?Filter?with?Inaccurate?Process?and?Measurement?Noise?Covariance?Matrices‘\utchol.m
?????目錄???????????0??2018-01-02?14:39??Matlab?code?for?the?paper?‘A?Novel?Adaptive?Kalman?Filter?with?Inaccurate?Process?and?Measurement?Noise?Covariance?Matrices‘\