c1l10.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=1;
N=1000;
Z1=0;
count=0;
for I=1:N
	X=SIGNOISE*randn;
	Z(I)=X;
	Z1=Z(I)+Z1;
	XMEAN=Z1/I;
end
SIGMA=0;
Z1=0;
Z2=0;
for I=1:N
	Z1=(Z(I)-XMEAN)^2+Z1;
	Z2=Z(I)^2+Z2;
	if I==1
		SIGMA=0;
		RMS=0;
	else
		SIGMA=sqrt(Z1/(I-1));
		RMS=sqrt(Z2/(I-1));
	end
	count=count+1;
	ArrayI(count)=I;
	ArrayXMEAN(count)=XMEAN;
	ArraySIGMA(count)=SIGMA;
	ArrayRMS(count)=RMS;
end
figure
plot(ArrayI,ArrayXMEAN,ArrayI,ArraySIGMA,ArrayI,ArrayRMS),grid
xlabel('Numberof Samples')
ylabel('Calculated Satistics')
axis([0 1000 -.1 1.3])
clc
output=[ArrayI',ArrayXMEAN',ArraySIGMA',ArrayRMS'];
save datfil.txt output  -ascii
disp 'simulation finished'