generatezk.m

拥有matlab用户界面的卡尔曼滤波程序

function generatezk
try 
    load inidata;
catch
    msgbox('The filter has not been initialized!','Warning','warn','modal');
    return
end

ti=get(findobj(gcf,'tag','time'),'userdata');
sigma0=sqrt(diag(P0));
sigmaw=sqrt(diag(Q));
sigmav=sqrt(diag(R));
X=normrnd(X0,sigma0);
for k=1:ti(2)+1
    w=normrnd(0,sigmaw);
    v=normrnd(0,sigmav);
    Zkk{k}=H*X+v;
    X=A*X+B*w;    
end

save fZk Zkk;