c4l3.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

ORDER =3;
PHIS=0.;
TS=.1;
A0=400000;
A1=-6000.;
A2=-16.1;
XH=0;
XDH=0;
XDDH=0;
SIGNOISE=1000.;
PHI=[1 TS .5*TS*TS;0 1 TS;0 0 1];
P=[99999999 0 0;0 999999999 0;0 0 999999999];
IDNP=eye(ORDER);
Q=zeros(ORDER);
H=[1 0 0];
HT=H';
R=SIGNOISE^2;
PHIT=PHI';
Q(1,1)=PHIS*TS^5/20;
Q(1,2)=PHIS*TS^4/8;
Q(1,3)=PHIS*TS^3/6;
Q(2,1)=Q(1,2);
Q(2,2)=PHIS*TS^3/3;
Q(2,3)=PHIS*TS*TS/2;
Q(3,1)=Q(1,3);
Q(3,2)=Q(2,3);
Q(3,3)=PHIS*TS;
count=0;
for T=0:TS:30
	PHIP=PHI*P;
	PHIPPHIT=PHIP*PHIT;
	M=PHIPPHIT+Q;
	MHT=M*HT;
	HMHT=H*MHT;
	HMHTR=HMHT+R;
	HMHTRINV=inv(HMHTR);
	K=MHT*HMHTRINV;
	KH=K*H;
	IKH=IDNP-KH;
	P=IKH*M;
	XNOISE=SIGNOISE*randn;
	X=A0+A1*T+A2*T*T;
	XD=A1+2*A2*T;
	XDD=2*A2;
	XS=X+XNOISE;
	RES=XS-XH-TS*XDH-.5*TS*TS*XDDH;
	XH=XH+XDH*TS+.5*TS*TS*XDDH+K(1,1)*RES;
	XDH=XDH+XDDH*TS+K(2,1)*RES;
	XDDH=XDDH+K(3,1)*RES;
	SP11=sqrt(P(1,1));
	SP22=sqrt(P(2,2));
	SP33=sqrt(P(3,3));
	XHERR=X-XH;
	XDHERR=XD-XDH;
	XDDHERR=XDD-XDDH;
	SP11P=-SP11;
	SP22P=-SP22;
	SP33P=-SP33;
	count=count+1;
	ArrayT(count)=T;
	ArrayX(count)=X;
	ArrayXH(count)=XH;
	ArrayXD(count)=XD;
	ArrayXDH(count)=XDH;
	ArrayXDD(count)=XDD;
	ArrayXDDH(count)=XDDH;
	ArrayXHERR(count)=XHERR;
	ArraySP11(count)=SP11;
	ArraySP11P(count)=SP11P;
	ArrayXDHERR(count)=XDHERR;
	ArraySP22(count)=SP22;
	ArraySP22P(count)=SP22P;
	ArrayXDDHERR(count)=XDDHERR;
	ArraySP33(count)=SP33;
	ArraySP33P(count)=SP33P;
end
figure
plot(ArrayT,ArrayX,ArrayT,ArrayXH),grid
xlabel('Time (Sec)')
ylabel('Altitude (Ft)')
axis([0 30 0 400000])
figure
plot(ArrayT,ArrayXD,ArrayT,ArrayXDH),grid
xlabel('Time (Sec)')
ylabel('Velocity (Ft/Sec)')
axis([0 30 -10000 0])
figure
plot(ArrayT,ArrayXDD,ArrayT,ArrayXDDH),grid
xlabel('Time (Sec)')
ylabel('Acceleration (Ft/Sec^2)')
axis([0 30 -100 100])
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 -500 500])
clc
output=[ArrayT',ArrayX',ArrayXH',ArrayXD',ArrayXDH',ArrayXDD',ArrayXDDH'];
save datfil.txt output  -ascii
output=[ArrayT',ArrayXHERR',ArraySP11',ArraySP11P',ArrayXDHERR',ArraySP22',ArraySP22P'];
save covfil.txt output  -ascii
disp 'simulation finished'