扩展卡尔曼滤波器 matlab,扩展卡尔曼滤波算法的matlab程序.doc

扩展卡尔曼滤波算法的matlab程序

clear allv=150; %%目标速度v_sensor=0;%%传感器速度t=1; %%扫描周期xradarpositon=0; %%传感器坐标yradarpositon=0; %%ppred=zeros(4,4);Pzz=zeros(2,2);Pxx=zeros(4,2);xpred=zeros(4,1);ypred=zeros(2,1);sumx=0;sumy=0;sumxukf=0;sumyukf=0;sumxekf=0;sumyekf=0; %%%统计的初值L=4;alpha=1;kalpha=0;belta=2;ramda=3-L;azimutherror=0.015; %%方位均方误差rangeerror=100; %%距离均方误差processnoise=1; %%过程噪声均方差tao=[t^3/3 t^2/2 0 0;t^2/2 t 0 0;0 0 t^3/3 t^2/2;0 0 t^2/2 t]; %% the input matrix of process G=[t^2/2 0 t 0 0 t^2/20 t ];a=35*pi/180;a_v=5/100;a_sensor=45*pi/180;x(1)=8000; %%初始位置y(1)=12000;for i=1:200x(i+1)=x(i)+v*cos(a)*t;y(i+1)=y(i)+v*sin(a)*t; endfor i=1:200 xradarpositon=0;yradarpositon=0;Zmeasure(1,i)=atan((y(i)-yradarpositon)/(x(i)-xradarpositon))+random('Normal',0,azimutherror,1,1); Zmeasure(2,i)=sqrt((y(i)-yradarpositon)^2+(x(i)-xradarpositon)^2)+random('Normal',0,rangeerror,1,1); xx(i)=Zmeasure(2,i)*cos(Zmeasure(1,i));%%观测值yy(i)=Zmeasure(2,i)*sin(Zmeasure(1,i)); measureerror=[azimutherror^2 0;0 rangeerror^2];processerror=tao*processnoise;vNoise = size(processerror,1);wNoise = size(measureerror,1);A=[1 t 0 0;0 1 0 0;0 0 1 t;0 0 0 1];Anoise=size(A,1);for j=1:2*L+1Wm(j)=1/(2*(L+ramda));Wc(j)=1/(2*(L+ramda));endWm(1)=ramda/(L+ramda);Wc(1)=ramda/(L+ramda);%+1-alpha^2+belta; %%%权值if i==1 xerror=rangeerror^2*cos(Zmeasure(1,i))^2+Zmeasure(2,i)^2*azimutherror^2*sin(Zmeasure(1,i))^2;yerror=rangeerror^2*sin(Zmeasure(1,i))^2+Zmeasure(2,i)^2*azimutherror^2*cos(Zmeasure(1,i))^2;xyerror=(rangeerror^2-Zmeasure(2,i)^2*azimutherror^2)*sin(Zmeasure(1,i))*cos(Zmeasure(1,i));P=[xerror xerror/t xyerror xyerror/t;xerror/t 2*xerror/(t^2) xyerror/t 2*xyerror/(t^2);xyerror xyerror/t yerror yerror/t;xyerror/t 2*xyerror/(t^2) yerror/t 2*yerror/(t^2)];xestimate=[Zmeasure(2,i)*cos(Zmeasure(1,i)) 0 Zmeasure(2,i)*sin(Zmeasure(1,i)) 0 ]';end cho=(chol(P*(L+ramda)))';%for j=1:L xgamaP1(:,j)=xestimate+cho(:,j);xgamaP2(:,j)=xestimate-cho(:,j);endXs