c11l5.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=300.;
X=0.;
Y=0.;
XH=1000.;
YH=2000.;
XR1=1000000.;
YR1=20000.*3280.;
ORDER=2;
TS=1.;
TF=100.;
T=0.;
S=0.;
H=.01;
PHI=zeros(ORDER,ORDER);
P=zeros(ORDER,ORDER);
IDNP=eye(ORDER);
Q=zeros(ORDER,ORDER);
P(1,1)=1000.^2;
P(2,2)=2000.^2;
RMAT(1,1)=SIGNOISE^2;
count=0;
while T<=TF
	XR1OLD=XR1;
 	XR1D=-14600.;
 	XR1=XR1+H*XR1D;
 	T=T+H;
	XR1D=-14600.;
 	XR1=.5*(XR1OLD+XR1+H*XR1D);
 	S=S+H;
	if S>=(TS-.00001)
		S=0.;
		R1H=sqrt((XR1-XH)^2+(YR1-YH)^2);
		HMAT(1,1)=-(XR1-XH)/R1H;
		HMAT(1,2)=-(YR1-YH)/R1H;
		HT=HMAT';
		PHI(1,1)=1.;
		PHI(2,2)=1.;
		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=MHT*HMHTRINV;
		KH=GAIN*HMAT;
 		IKH=IDNP-KH;
 		P=IKH*M;
 		R1NOISE=SIGNOISE*randn;
		R1=sqrt((XR1-X)^2+(YR1-Y)^2);
		RES1=R1+R1NOISE-R1H;
		XH=XH+GAIN(1,1)*RES1;
		YH=YH+GAIN(2,1)*RES1;
		ERRX=X-XH;
		SP11=sqrt(P(1,1));
		ERRY=Y-YH;
		SP22=sqrt(P(2,2));
		SP11P=-SP11;
		SP22P=-SP22;
		count=count+1;
		ArrayT(count)=T;
		ArrayX(count)=X;
		ArrayXH(count)=XH;
		ArrayY(count)=Y;
		ArrayYH(count)=YH;
		ArrayERRX(count)=ERRX;
		ArraySP11(count)=SP11;
		ArraySP11P(count)=SP11P;
		ArrayERRY(count)=ERRY;
		ArraySP22(count)=SP22;
		ArraySP22P(count)=SP22P;
     	end
end
figure
plot(ArrayT,ArrayX,ArrayT,ArrayXH),grid
xlabel('Time (Sec)')
ylabel('Receiver Downrange (Ft)')
axis([0 100 -100 1100])
figure
plot(ArrayT,ArrayY,ArrayT,ArrayYH),grid
xlabel('Time (Sec)')
ylabel('Receiver Altitude (Ft)')
axis([0 100 -150 150])
clc
output=[ArrayT',ArrayX',ArrayXH',ArrayY',ArrayYH'];
save datfil.txt output  -ascii
output=[ArrayT',ArrayERRX',ArraySP11',ArraySP11P',ArrayERRY',ArraySP22',...
ArraySP22P'];
save covfil.txt output  -ascii
disp 'simulation finished'