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srukf 代碼,經試驗可用,可以解決ukf在模型不匹配時出現的發散或者不穩定等問題
代碼片段和文件信息
function?[Xk?Pk]?=?my_srukf(Xk_1Pk_1Zk?Pw?PvF)
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%??函數功能:?SRUKF濾波器
%??適用范圍:?測量線性、噪聲加性時的SRUKF?濾波
%?INPUT
%???????x1:??系統狀態
%???????T:???捷聯矩陣計算值
%???????Tbn:?捷聯矩陣真實值
%???????fp:??比力在計算坐標系內的投影?
%???????Pw:??過程噪聲
%???????Pv:??量測噪聲
%???????phi:?計算的緯度?
%?OUTPUT
%???????Xk:???濾波后的狀態
%???????Pk:???狀態協方差陣
%
%?注:里邊的參數選的比較特殊:alpha?=?1;?
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%%%%%%%%%%%%%%%%——參數計算——%%%%%%%%%%%%%%%%%%
alpha?=?1;
beta?=?2;
kappa?=-5;
L?=?length(Xk_1);
T=length(Zk);
lambda?=?alpha^2*(L+kappa)?-?L;
Wm?=?repmat(1/(2*(L+lambda))?2*L+1?1);
Wm(11)?=?lambda/(L+lambda);
Wc?=?Wm;
Wc(11)?=(?Wm(11)?+?(1-alpha^2+beta));
sqWc?=?sqrt(Wc);
%%%%%%%%%%%——時間更新——%%%%%%%%%%%%
%?step?1:?計算時間更新的sigma點
g
?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
?????文件???????2087??2012-12-10?11:40??my_srukf.m
-----------?---------??----------?-----??----
?????????????????2087????????????????????1
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