c2l1.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

T(1)=0;
T(2)=1;
T(3)=2;
T(4)=3;
X(1)=1.2;
X(2)=.2;
X(3)=2.9;
X(4)=2.1;
N=4;
SUM1=0;
SUM2=0;
SUM3=0;
SUM4=0;
for I=1:4;
	SUM1=SUM1+T(I);
	SUM2=SUM2+T(I)*T(I);
	SUM3=SUM3+X(I);
	SUM4=SUM4+T(I)*X(I);
end
A(1,1)=N;
A(1,2)=SUM1;
A(2,1)=SUM1;
A(2,2)=SUM2;
AINV=inv(A);
B(1,1)=SUM3;
B(2,1)=SUM4;
ANS=AINV*B