measureproduce.m

VC.NET KalmanFilter.rar

stateInit=[1.1;2.2];
Q=[6 0;0 12];
R=[3];
H=[1 0];
runTime=30;
measure=zeros(1,runTime);
timeStep=1./30;
F=[1 timeStep;0 1];
stateTemp=F*stateInit+sqrt(Q)*randn(2,1);
for i=1:1:30
    measure(1,i)=H*stateTemp+chol(R)*randn(1,1);
    stateTemp=F*stateTemp+sqrt(Q)*randn(2,1);
end
fid=fopen('measure.txt','w');
count=fprintf(fid,'%6.2f,%6.2f',measure);
fclose(fid);