nfdiff.m

介绍了几个基于EKF扩展卡尔曼滤波的例子

function [derivativeValue] = nfdiff(p,point,variables)
% nfExampleFunction/nfdiff value of partial derivative of the nonlinear
%                      multivariate function along given parameters in
%                      defined point of state space
%
% p         ... object of the class nfPredatorPrayModel
% point     ... vector value at whitch is the derivative evaluated
% variables ... define which partial derivative is demanded

% Nonlinear Filtering Toolbox version 2.0rc1
% Copyright (c) 1995 - 2006 NFT developement Team,
%              Department of Cybernetics,
%              University of West Bohemia in Pilsen

if isempty(variables)
    error('There are no variables specifying the partial derivative');
end

if length(point)~=p.nvar
    error('The multivariate value at whitch is the derivative evaluated has incorrect dimension');
end

% f='[0.96*x1+0.08*x1*x2+w1;1.08*x2-0.08*x1*x2+w2]'
% df/dx1 = '[0.96+0.08*x2;-0.08*x2]'
% df/dx2 = '[0.08*x1;1.08-0.08*x1]'
% df/dw1 = '[1;0]'
% df/dw1 = '[0;1]'

derivative = [0.96+0.08*point(2), 0.08*point(1), 1, 0;...
    -0.08*point(2),1.08-0.08*point(1), 0, 1];

% Following algorithm looks horribly complicated, however, it makes
% it possible to get arbitrary partial derivative in case only general
% names of variables (i.e. 'input' 'state' and 'noise' ) are used

% put together variable names and their dimensions in propper order
parameters = {'input' 'state' 'noise';0 p.nu p.nu+p.nx;...
    p.nu p.nu+p.nx (p.nu+p.nx)+p.nxi};

% look for variable which defines the partial derivative
[areVariablesListed,variablesIndex] = ismember(variables,parameters(1,:));

derivativeAux = [];     % Initialize the matrix that will contain derivative

for variable = 1:length(variables)
    firstColumnIndex = parameters{2,variablesIndex(variable)}+1;
    lastColumnIndex  = parameters{3,variablesIndex(variable)};

    % add to the partial derivative contribution corresponding to
    % current variable
    derivativeAux =[ derivativeAux ...
        derivative(:,firstColumnIndex:lastColumnIndex) ];
end

derivativeValue = derivativeAux;
% CHANGELOG