标准卡尔曼滤波matlab,一维标准卡尔曼滤波仿真模型

1D standard Kalman Filter (Simulink model & program)

Description :

1D Kalman filter and two testings :

usage [Y,P,K]=Kalman1D(X,Q)

Input:

X : noisy measurment.

Q : process noise variance.

Y : estimated state.

P : error variance.

K : Gain.

R : noise measurement, set to R=0.05.

Testing 1 :

function 1 :x1=(4*sin(t./10)).*exp(-inv(200).*t)+W1;

function 2 :x2=0.5*square(pi*t/20)+w2;

w1,w2 ~N(m,v).

Testing 2 :

Simulink model : 10 seconds simulation of noisy DSP SineWave

open the scopes to see the results .

References :

1. http://www.cs.unc.edu/~welch/kalman/

Related submissions :

1. Brian Moore, " Kalman Filter Package". http://www.mathworks.com/matlabcentral/fileexchange/38302-kalman-filter-package

2. Vidhya Raj, "Scalar Kalman filter" http://www.mathworks.com/matlabcentral/fileexchange/37782-scalar-kalman-filter

3. Lazaros Moysis, " Estimating a constant using the Kalman filter" http://www.mathworks.com/matlabcentral/fileexchange/37521-estimating-a-constant-state-using-the-kalman-filter

4. Alex Dysto, "Scalar Kalman filter" http://www.mathworks.com/matlabcentral/fileexchange/36835-scalar-kalman-filter

5. ahmed yehia, "Kalman filter" http://www.mathworks.com/matlabcentral/fileexchange/36817-kalman-filter

6. Xing, " Kalman filter in tracking" http://www.mathworks.com/matlabcentral/fileexchange/36786-kalman-filter-in-tracking