离散卡尔曼滤波器程序解析(1)
先看一下介绍卡尔曼滤波器的一个比较好的
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例一,下面是一个用卡尔曼滤波器估计温度的matlab程序。
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%日 期: 2015.9.22
%程序功能: 使用卡尔曼滤波器估计温度
%程序变量描述 :X(k) 系统状态变量
% A 系统矩阵
% w 噪声
% Z(k) 观测值
% H 观测矩阵
% P(k) 协方差
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
clear
N=200;
A=1;
X(1)=1; %最优估计 初始值
w=0;
P(1)=10; %协方差 初始值
Q = 0.000001; %温度模拟