init_sharf.m

卡尔曼滤波器设计的一个例子

% [u,w,e,c,d,mu,Px,Py]=init_sharf(N,M,L,u0,w0,e0,c0,d0,mu0)
%
%    Creates and initializes the variables required for the 
%    Simple Hyperstable Adaptive Recursive Filter (SHARF) 
%    algorithm. The filter transfer function is given by
%
%                     A(z)      
%           w(z) = ---------- 
%                   1 - B(z) 
%
%    where A(z) = a_0 + a_1 z^(-1) + ... + a_(N-1) z^(-N+1)
%    and   B(z) =       b_1 z^(-1) + ... + b_M z^(-M)
% 
% Input arguments:
%    N     : Number of coefficients of A(z)
%    M     : Number of coefficients of B(z)
%    L     : Number of coefficients of error smoothing filter c
%    u0    : [x(0) x(-1) ... x(-N+1) y(-1) ... y(-M)]', [N+M x 1]
%    w0    : [a_0 a_1 ... a_(N-1) b_1 ... b_M]', [N+M x 1]
%    e0    : [e(-1) e(-2) ... e(-L)]', [L x 1]
%    c0    : [c_0 c_1 ... c_(L-1)]', [L x 1]
%    d0    : desired sample at time index 0 [1 x 1]
%    mu0   : step size vector [N+M x 1]
%
% Output Parameters:
%    u     : Initialized composite delay line [zeros].
%    w     : Initialized filter vector [zeros].
%    e     : Initialized error vector [e=d-y].
%    c     : Initialized error smoothing filter [fir1(L-1,.05)]
%    d     : Initialized desired sample
%    mu    : Initialized step size vector 0.01*[1 ... 1].
%    Px    : Initialized power of x(n).
%    Pd    : Initialized power of d(n).
%
% SEE ALSO ASPTSHARF, MODEL_SHARF

%       Author : John Garas PhD.
%       Version 2.1, Release October 2002.
%       Copyright (c) DSP ALGORITHMS 2000-2002.