function [x_est, P_est] = ExtendedKalmanFilter(x_prev, P_prev, u, z, Q, R)
% ExtendedKalmanFilter - implements the extended Kalman filter algorithm
%
% Inputs:
% x_prev - the previous state estimate
% P_prev - the previous state covariance estimate
% u - the control input
% z - the measurement
% Q - the process noise covariance
% R - the measurement noise covariance
%
% Outputs:
% x_est - the updated state estimate
% P_est - the updated state covariance estimate
%
% Example:
% [x_est, P_est] = ExtendedKalmanFilter(x_prev, P_prev, u, z, Q, R);
% Prediction step
x_pred = f(x_prev, u); % State prediction
F = df_dx(x_prev, u); % Jacobian of the state transition model
P_pred = F * P_prev * F' + Q; % Covariance prediction
% Update step
H = dh_dx(x_pred); % Jacobian of the measurement model
K = P_pred * H' / (H * P_pred * H' + R); % Kalman gain
x_est = x_pred + K * (z - h(x_pred)); % State update
P_est = (eye(size(x_est)) - K * H) * P_pred; % Covariance update
end
function x_pred = f(x, u)
% State transition model
% Example:
% x_pred = f(x, u);
x_pred = x + u;
end
function F = df_dx(x, u)
% Jacobian of the state transition model
% Example:
% F = df_dx(x, u);
F = eye(size(x));
end
function z_pred = h(x)
% Measurement model
% Example:
% z_pred = h(x);
z_pred = x;
end
function H = dh_dx(x)
% Jacobian of the measurement model
% Example:
% H = dh_dx(x);
H = eye(size(x));
end
扩展卡尔曼滤波(EFK)算法的Matlab程序
最新推荐文章于 2024-06-02 09:55:29 发布