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📋📋📋本文目录如下:🎁🎁🎁
目录
💥1 概述
该任务的核心在于将鲁棒卡尔曼滤波这一先进的技术手段应用到跟踪在噪声测量环境下进行采样的维纳过程当中。维纳过程是一种具有随机特性的数学模型,在许多实际场景中都有所体现。而噪声测量则往往会给对其的准确跟踪带来诸多挑战和干扰。 通过应用鲁棒卡尔曼滤波,能够有效地处理测量数据中所包含的不确定性以及复杂多变的噪声。其作用不仅仅是简单的数据处理,更在于凭借其独特的算法和模型,从充满噪声和不确定性的测量数据中提取出有价值的信息,从而对维纳过程进行更为精确和可靠的跟踪。 这一应用在众多领域都具有极其重要的意义。比如在通信工程中,能够优化信号的传输和接收;在自动控制领域,有助于提升系统的稳定性和准确性;在金融领域,可以对市场的波动和风险进行更精准的预测和评估。总之,将鲁棒卡尔曼滤波应用于跟踪噪声测量中采样的维纳过程,为解决实际问题提供了有力的工具和方法,具有广泛的应用前景和巨大的潜在价值。
📚2 运行结果
部分代码:
function [x_pred, V, G, P, th]=rkiteration(A,B,C,D,V,tau,c,x,y)
%RKIteration robust Kalman iteration
%
% [x_pred, V_next, G]=RKIteration(A,B,C,D,V,tau,c,x,y) performs one
% iteration of the "delayed" robust Kalman estimator for the nominal
% discrete-time model
%
% x[n+1] = Ax[n] + Bw[n] {State equation}
% y[n] = Cx[n] + Dw[n] {Measurements}
%
% with disturbance w with variance I.
% The equation of the robust "delayed" estimator:
%
% x[n+1|n] = Ax[n|n-1] + G (y[n] - Cx[n|n-1])
%
% where y[n] past measurement, x[n|n-1] past estimate, and G robust
% Kalman gain.
%
% RKALMAN returns the new estimate x[n+1|n], the least feavorable
% covariance matrix V_next of the estimation error x[n+1]-x[n+1|n], and
% the estimator gain G.
%
% The robust estimator is designed knowing that the true model belongs to
% a ball about the nominal one. The models in that ball are such that
% the Tau-divergence between them and the nominal model is less than a
% certain tolerance. To design the estimator gain G, it is necessary to
% specify:
%
% - the tolerance c (striclty positive)
% - the parameter tau (in the interval [0,1]) of the Tau-divergence
% - the least favorable covariance matrix V of the previous estimation
% error x[n]-x[n|n-1].
%
% For more details see: "Robust Kalman filtering under incremental
% model perturbations" by M. Zorzi
%
% See also RKALMAN, MAXTOL.
% Author(s): Mattia Zorzi 20-8-2015
% parameters
n=size(A,1);
p=size(C,1);
m=size(B,2);
Q=B*B';
R=D*D';
% robust Kalman gain
G = A*V*C'*(C*V*C'+R)^-1;
🎉3 参考文献
文章中一些内容引自网络,会注明出处或引用为参考文献,难免有未尽之处,如有不妥,请随时联系删除。
[1]陈建,向露,严明,等.基于BP神经网络和拓展卡尔曼滤波的轨迹追踪[J].计算机仿真,2024,41(01):508-512.
[2]成明峰,耿晶晶.基于高斯过程粒子滤波的WIFI信号定位追踪[J].三门峡职业技术学院学报,2023,22(01):139-143.