kalman滤波基础及matlab仿真程序,王可东,例2-16,P48
clc;clear all
k =1; a1= 0.5; a2 =5;
t1 = -10:0.05:-0.05;
t2 = 0:0.05:10;
t = [t1,t2];
omega = -10:0.05:10;
y11 = k *exp(a1*t1);
y12 = k *exp(-a1*t2);
y1 = [y11, y12];
y21 = k *exp(a2*t1);
y22 = k *exp(-a2*t2);
y2 = [y21, y22];
fai_y1 = 2*k*a1./(omega.^2 + a1^2);
fai_y2 = 2*k*a2./(omega.^2 + a2^2);
figure(1)
plot(t,y1,'r--', t,y2,'bo--');
xlabel('t');ylabel('Rxx\rm(\tau)')
legend('a1=0.5','a2=5');
figure(2)
plot(omega,fai_y1,'r--', omega,fai_y2,'bo--');
xlabel('\omega');ylabel('\Phi_x_x(\omega)')
legend('a1=0.5','a2=5');
仿真结果: