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. z$ d) ?6 S8 @/ A1 V$ `, |" z************************************************************************************ 源码: % -*- coding: utf-8 -*-
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\documentclass{article} \usepackage{graphicx} \usepackage{color}
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\begin{document}
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F( J+ L0 H' g. u* g \begin{verbatim} %fhunction kalmanfilter % 2010-4-15, luyz23, 从MATLAB到latex的简单示例 % >> publish('kalmanfilter.m','latex') % -*- 卡尔曼滤波 -*- % 此范例源自:网络论坛,在此感谢 clear N=800; w(1)=0; w=randn(1,N); %系统预测的随机白噪声 x(1)=0; a=1; for k=2:N; x(k)=a*x(k-1)+w(k-1); %系统的预测值 end V=randn(1,N); %测量值的随机白噪声 q1=std(V); Rvv=q1.^2; q2=std(x); Rxx=q2.^2; q3=std(w); Rww=q3.^2; c=0.2; Y=c*x+V; %测量值 p(1)=0; s(1)=0; for t=2:N; p1(t)=a.^2*p(t-1)+Rww; %前一时刻X的相关系数 b(t)=c*p1(t)/(c.^2*p1(t)+Rvv); %卡尔曼增益 s(t)=a*s(t-1)+b(t)*(Y(t)-a*c*s(t-1)); %经过滤波后的信号 p(t)=p1(t)-c*b(t)*p1(t);%t状态下x(t|t)的相关系数 end figure(1); plot(x); title('系统的预测值'); figure(2); plot(Y); title('测量值'); figure(3); plot(s); title('滤波后的信号'); \end{verbatim}
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\includegraphics [width=4in]{kalmanfilter_03.eps}
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