c4l4.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

TS=.1;
PHIS=0.;
A0=400000.;
A1=-6000.;
A2=-16.1;
XH=0.;
XDH=0.;
SIGNOISE=1000.;
ORDER=2;
T=0.;
S=0.;
H=.001;
PHI=[1 TS ;0 1];
P=[99999999 0;0 999999999];
IDNP=eye(ORDER);
Q=zeros(ORDER);
RMAT=SIGNOISE^2;
Q(1,1)=TS*TS*TS*PHIS/3.;
Q(1,2)=.5*TS*TS*PHIS;
Q(2,1)=Q(1,2);
Q(2,2)=PHIS*TS;
HMAT=[1 0];
HT=HMAT';
PHIT=PHI';
count=0;
for T=0:TS:30
	PHIP=PHI*P;
	PHIPPHIT=PHIP*PHIT;
	M=PHIPPHIT+Q;
	HM=HMAT*M;
	HMHT=HM*HT;
	HMHTR=HMHT+RMAT;
	HMHTRINV=inv(HMHTR);
	MHT=M*HT;
	K=MHT*HMHTRINV;
	KH=K*HMAT;
	IKH=IDNP-KH;
	P=IKH*M;
	XNOISE=SIGNOISE*randn;
	X=A0+A1*T+A2*T*T;
	XD=A1+2*A2*T;
	XS=X+XNOISE;
	RES=XS-XH-TS*XDH+16.1*TS*TS;
	XH=XH+XDH*TS-16.1*TS*TS+K(1,1)*RES;
	XDH=XDH-32.2*TS+K(2,1)*RES;
	SP11=sqrt(P(1,1));
	SP22=sqrt(P(2,2));
	XHERR=X-XH;
	XDHERR=XD-XDH;
	SP11P=-SP11;
	SP22P=-SP22;
	count=count+1;
	ArrayT(count)=T;
	ArrayX(count)=X;
	ArrayXH(count)=XH;
	ArrayXD(count)=XD;
	ArrayXDH(count)=XDH;
	ArrayXHERR(count)=XHERR;
	ArraySP11(count)=SP11;
	ArraySP11P(count)=SP11P;
	ArrayXDHERR(count)=XDHERR;
	ArraySP22(count)=SP22;
	ArraySP22P(count)=SP22P;
end
figure
plot(ArrayT,ArrayXHERR,ArrayT,ArraySP11,ArrayT,ArraySP11P),grid
xlabel('Time (Sec)')
ylabel('Error in Estimate of Altitude (Ft)')
axis([0 30 -1500 1500])
figure
plot(ArrayT,ArrayXDHERR,ArrayT,ArraySP22,ArrayT,ArraySP22P),grid
xlabel('Time (Sec)')
ylabel('Error in Estimate of Velocity (Ft/Sec)')
axis([0 30 -200 200])
clc
output=[ArrayT',ArrayX',ArrayXH',ArrayXD',ArrayXDH'];
save datfil.txt output  -ascii
output=[ArrayT',ArrayXHERR',ArraySP11',ArraySP11P',ArrayXDHERR',ArraySP22',ArraySP22P'];
save covfil.txt output  -ascii
disp 'simulation finished'