MatLab粒子滤波源码.docVIP

x = 0; % ????§?????€? R = input(èˉ·è?“?…￥è???¨???a?￡°?–1?·?R????€?: );; % ?μ?é????a?￡°????–1?·? Q = input(èˉ·è?“?…￥è§??μ???a?￡°?–1?·?Q????€?: ); % è???¨?????€?????–1?·? tf = 100; % ?¨????é???o| N = 100; % ?2’?-???¤?3￠??¨??-????2’?-???a??° xhat = x; P = 2; xhatPart = x; %?2’?-???¤?3￠??¨?????? for i = 1 : N xpart(i) = x + sqrt(P) * randn; end xArr = [x]; yArr = [x^2 / 20 + sqrt(R) * randn]; xhatArr = [x]; PArr = [P]; xhatPartArr = [xhatPart]; close all; for k = 1 : tf % ?¨?????3???? x = 0.5 * x + 25 * x / (1 + x^2) + 8 * cos(1.2*(k-1)) + sqrt(Q) * randn; y = x^2 / 20 + sqrt(R) * randn; % ?2’?-???¤?3￠??¨ for i = 1 : N xpartminus(i) = 0.5 * xpart(i) + 25 * xpart(i) / (1 + xpart(i)^2) + 8 * cos(1.2*(k-1)) + sqrt(Q) * randn; ypart = xpartminus(i)^2 / 20; vhat = y - ypart;% è§??μ??’?é￠??μ?????·? q(i) = (1 / sqrt(R) / sqrt(2*pi)) * exp(-vhat^2 / 2 / R); end % ?13????ˉ???€??a??°è???????ˉè???€§ qsum = sum(q); for i = 1 : N q(i) = q(i) / qsum;%??’??€??–????€? end % é??é????· for i = 1 : N u = rand; qtempsum = 0; for j = 1 : N qtempsum = qtempsum + q(j); if qtempsum = u xpart(i) = xpartminus(j); break; end end end xhatPart = mean(xpart); % ??¨????‰???-è?¨?¤o??o??°??? xArr = [xArr x]; yArr = [yArr y]; xhatArr = [xhatArr xhat]; PArr = [PArr P]; xhatPartArr = [xhatPartArr xhatPart]; end t = 0 : tf; figure; plot(t, xArr, b., t, xhatPartArr, k-); set(gca,FontSize,10); set(gcf,Color,yellow); xlabel(time step); ylabel(state); legend(???????€?, PF??°è???€?); xhatRMS = sqrt((norm(xArr - xhatArr))^2 / tf); xhatPartRMS = sqrt((norm(xArr - xhatPartArr))^2 / tf); disp([PF??°è??èˉˉ?·?????–1?€? = , num2str(xhatPartRMS)]);