c7l5.m

这是zarchan书的fundamentals of kalman filter的matlab原程序.对学习卡尔曼滤波非常有帮助

SIGNOISE=25.;
X=200000.;
XD=-6000.;
BETA=500.;
XH=200025.;
XDH=-6150.;
ORDER=2;
TS=.1;
TF=30.;
PHIS=0.;
T=0.;
S=0.;
H=.001;
PHI=zeros(ORDER,ORDER);
P=[SIGNOISE*SIGNOISE 0;0 20000.];
IDNP=eye(ORDER);
Q=zeros(ORDER,ORDER); 	
HMAT=[1 0];
HT=HMAT';
RMAT=SIGNOISE^2;
count=0;
while T<=TF
	XOLD=X;
	XDOLD=XD;
 	XDD=.0034*32.2*XD*XD*exp(-X/22000.)/(2.*BETA)-32.2;
 	X=X+H*XD;
	XD=XD+H*XDD;
 	T=T+H;
	XDD=.0034*32.2*XD*XD*exp(-X/22000.)/(2.*BETA)-32.2;
 	X=.5*(XOLD+X+H*XD);
	XD=.5*(XDOLD+XD+H*XDD);
 	S=S+H;
	if S>=(TS-.00001)
		S=0.;
		RHOH=.0034*exp(-XH/22000.);
		F21=-32.2*RHOH*XDH*XDH/(44000.*BETA);
		F22=RHOH*32.2*XDH/BETA;
		PHI(1,1)=1.;
		PHI(1,2)=TS;
		PHI(2,1)=F21*TS;
		PHI(2,2)=1.+F22*TS;
		Q(1,1)=PHIS*TS*TS*TS/3.;
		Q(1,2)=PHIS*(TS*TS/2.+F22*TS*TS*TS/3.);
		Q(2,1)=Q(1,2);
		Q(2,2)=PHIS*(TS+F22*TS*TS+F22*F22*TS*TS*TS/3.);
 		PHIT=PHI';
 		PHIP=PHI*P;
 		PHIPPHIT=PHIP*PHIT;
 		M=PHIPPHIT+Q;
 		HM=HMAT*M;
 		HMHT=HM*HT;
 		HMHTR=HMHT+RMAT;
		HMHTRINV=inv(HMHTR);
		MHT=M*HT;
 		GAIN=HMHTRINV*MHT;
		KH=GAIN*HMAT;
 		IKH=IDNP-KH;
 		P=IKH*M;
 		XNOISE=SIGNOISE*randn;
 		[XB,XDB,XDDB]=PROJECT1(T,TS,XH,XDH,BETA);
		RES=X+XNOISE-XB;
		XH=XB+GAIN(1,1)*RES;
		XDH=XDB+GAIN(2,1)*RES;
		ERRX=X-XH;
		SP11=sqrt(P(1,1));
		ERRXD=XD-XDH;
		SP22=sqrt(P(2,2));
		SP11P=-SP11;
		SP22P=-SP22;
		count=count+1;
		ArrayT(count)=T;
		ArrayX(count)=X;
		ArrayXH(count)=XH;
		ArrayXD(count)=XD;
		ArrayXDH(count)=XDH;
		ArrayERRX(count)=ERRX;
		ArraySP11(count)=SP11;
		ArraySP11P(count)=SP11P;
		ArrayERRXD(count)=ERRXD;
		ArraySP22(count)=SP22;
		ArraySP22P(count)=SP22P;
	end
end
figure
plot(ArrayT,ArrayERRX,ArrayT,ArraySP11,ArrayT,ArraySP11P),grid
xlabel('Time (Sec)')
ylabel('Error in Estimate of Altitude (Ft)')
axis([0 30 -20 20])
figure
plot(ArrayT,ArrayERRXD,ArrayT,ArraySP22,ArrayT,ArraySP22P),grid
xlabel('Time (Sec)')
ylabel('Error in Estimate of of Velocity (Ft/Sec)')
axis([0 30 -5 5])
clc
output=[ArrayT',ArrayX',ArrayXH',ArrayXD',ArrayXDH'];
save datfil.txt output  -ascii
output=[ArrayT',ArrayERRX',ArraySP11',ArraySP11P',ArrayERRXD',ArraySP22',ArraySP22P'];
save covfil.txt output  -ascii
disp 'simulation finished'