卡尔曼滤波matlab实例.docxVIP

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% %%%%%%%%%%%%%%%%%%%%%%% 程序说明： Kalman 滤波用于温度测量的实例 详细原理介绍及中文注释请参考： 《卡尔曼滤波原理及应用 -MATLAB 仿真》，电子工业出版社，黄小平著。 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% %%%%%%%%%%%%%%%%%%%%%%% function main %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% %%%%%%%%%%%%%%%%%%%%%%% N=120; CON=25; Xexpect=CON*ones(1,N); X=zeros(1,N); Xkf=zeros(1,N); Z=zeros(1,N); P=zeros(1,N); X(1)=25.1; P(1)=0.01; Z(1)=24.9; - Xkf(1)=Z(1); Q=0.01; R=0.25; W=sqrt(Q)*randn(1,N); V=sqrt(R)*randn(1,N); F=1; G=1; H=1; I=eye(1); %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% %%%%%%%%%%%%%%%%%%%%