c1l9.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

XMAX=6;
XMIN=-6;
SIGNOISE=1;
RANGE=XMAX-XMIN;
TMP=1./sqrt(6.28);
BIN=50;
N=1000;
count=0;
for I=1:N
	X(I)=SIGNOISE*randn;
end
for I=1:BIN
	H(I)=0;
end
for I=1:N
	K=fix(((X(I)-XMIN)/RANGE)*BIN)+.99;
	if K<1
		K=1;
	elseif K>BIN
		K=BIN;
	end
	K=round(K);
	H(K)=H(K)+1;
end
for K=1:BIN
	PDF=(H(K)/N)*BIN/RANGE;
	AB=XMIN+K*RANGE/BIN;
	TH=TMP*exp(-AB*AB/2.);
	count=count+1;
	ArrayAB(count)=AB;
	ArrayPDF(count)=PDF;
	ArrayTH(count)=TH;
end
figure
plot(ArrayAB,ArrayPDF,ArrayAB,ArrayTH),grid
xlabel('x')
ylabel('p(x)')
axis([-6 6 0 .4])
clc
output=[ArrayAB',ArrayPDF',ArrayTH'];
save datfil.txt output  -ascii
disp 'simulation finished'