kalman滤波基础及matlab仿真程序,王可东,例2-8,P37
clc;clear all
sigma1 = 0.5; sigma2 = 2; mu =5; %白噪声的方差和均值
x = (0:0.05:10)';
y1 = 1/(sqrt(2*pi)*sigma1)*exp(-(x-mu).^2/(sigma1^2*2));
y2 = 1/(sqrt(2*pi)*sigma2)*exp(-(x-mu).^2/(sigma2^2*2));
figure(1)
plot(x,y1,'ro-',x,y2,'b*-' )
legend('\sigma = 0.5','\sigma = 2' )
y3 = normpdf(x,mu,sigma1) ;
y4 = normpdf(x,mu,sigma2) ;
figure(2)
plot(x,y3,'ro-',x,y4,'b*-' )
legend('\sigma = 0.5','\sigma = 2' )