kalman filter.mw

maple写的基本kalman算法

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<Text-field prompt="&gt; " style="Maple Input" size="16" layout="Normal"><Font size="16">K is the key to balance derivation and measurment.</Font></Text-field>
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<Text-field prompt="&gt; " style="Maple Input" layout="Normal"><Font style="Text">The residual reflects the discrepancy between the predicted measurement </Font><Equation executable="true" style="2D Input" input-equation="" display="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">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</Equation><Font style="Text"> and the actual measurement </Font><Equation executable="true" style="2D Input" input-equation="" display="LUklbXJvd0c2Iy9JK21vZHVsZW5hbWVHNiJJLFR5cGVzZXR0aW5nR0koX3N5c2xpYkdGJzYnLUklbXN1YkdGJDYlLUkjbWlHRiQ2JVEiekYnLyUnaXRhbGljR1EldHJ1ZUYnLyUsbWF0aHZhcmlhbnRHUSdpdGFsaWNGJy1GIzYmLUYvNiVRImtGJ0YyRjUvJSdmYW1pbHlHUTBUaW1lc35OZXd+Um9tYW5GJy8lK2V4ZWN1dGFibGVHUSZmYWxzZUYnL0Y2USdub3JtYWxGJy8lL3N1YnNjcmlwdHNoaWZ0R1EiMEYnLUYvNiNRIUYnRj1GQEZD">LUklbXJvd0c2Iy9JK21vZHVsZW5hbWVHNiJJLFR5cGVzZXR0aW5nR0koX3N5c2xpYkdGJzYnLUklbXN1YkdGJDYlLUkjbWlHRiQ2JVEiekYnLyUnaXRhbGljR1EldHJ1ZUYnLyUsbWF0aHZhcmlhbnRHUSdpdGFsaWNGJy1GIzYmLUYvNiVRImtGJ0YyRjUvJSdmYW1pbHlHUTBUaW1lc35OZXd+Um9tYW5GJy8lK2V4ZWN1dGFibGVHUSZmYWxzZUYnL0Y2USdub3JtYWxGJy8lL3N1YnNjcmlwdHNoaWZ0R1EiMEYnLUYvNiNRIUYnRj1GQEZD</Equation><Font style="Text">. </Font><Equation executable="false" style="2D Math" input-equation="" display="LUklbXJvd0c2Iy9JK21vZHVsZW5hbWVHNiJJLFR5cGVzZXR0aW5nR0koX3N5c2xpYkdGJzYlLUkjbWlHRiQ2JVEiS0YnLyUnaXRhbGljR1EldHJ1ZUYnLyUsbWF0aHZhcmlhbnRHUSdpdGFsaWNGJy8lJ2ZhbWlseUdRMFRpbWVzfk5ld35Sb21hbkYnL0YzUSdub3JtYWxGJw==">LUklbXJvd0c2Iy9JK21vZHVsZW5hbWVHNiJJLFR5cGVzZXR0aW5nR0koX3N5c2xpYkdGJzYlLUkjbWlHRiQ2JVEiS0YnLyUnaXRhbGljR1EldHJ1ZUYnLyUsbWF0aHZhcmlhbnRHUSdpdGFsaWNGJy8lJ2ZhbWlseUdRMFRpbWVzfk5ld35Sb21hbkYnL0YzUSdub3JtYWxGJw==</Equation><Font style="Text"> is chosen to be the gain for the residual, it is determined by minimizing the posteriori error covariance </Font><Equation executable="true" style="2D Input" input-equation="" display="LUklbXJvd0c2Iy9JK21vZHVsZW5hbWVHNiJJLFR5cGVzZXR0aW5nR0koX3N5c2xpYkdGJzYnLUkobXN1YnN1cEdGJDYnLUkjbWlHRiQ2JVEiUEYnLyUnaXRhbGljR1EldHJ1ZUYnLyUsbWF0aHZhcmlhbnRHUSdpdGFsaWNGJy1GIzYmLUYvNiVRImtGJ0YyRjUvJSdmYW1pbHlHUTBUaW1lc35OZXd+Um9tYW5GJy8lK2V4ZWN1dGFibGVHUSZmYWxzZUYnL0Y2USdub3JtYWxGJy1GIzYmLUYvNiNRIUYnRj1GQEZDLyUxc3VwZXJzY3JpcHRzaGlmdEdRIjBGJy8lL3N1YnNjcmlwdHNoaWZ0R0ZMRkdGPUZARkM=">LUklbXJvd0c2Iy9JK21vZHVsZW5hbWVHNiJJLFR5cGVzZXR0aW5nR0koX3N5c2xpYkdGJzYnLUkobXN1YnN1cEdGJDYnLUkjbWlHRiQ2JVEiUEYnLyUnaXRhbGljR1EldHJ1ZUYnLyUsbWF0aHZhcmlhbnRHUSdpdGFsaWNGJy1GIzYmLUYvNiVRImtGJ0YyRjUvJSdmYW1pbHlHUTBUaW1lc35OZXd+Um9tYW5GJy8lK2V4ZWN1dGFibGVHUSZmYWxzZUYnL0Y2USdub3JtYWxGJy1GIzYmLUYvNiNRIUYnRj1GQEZDLyUxc3VwZXJzY3JpcHRzaGlmdEdRIjBGJy8lL3N1YnNjcmlwdHNoaWZ0R0ZMRkdGPUZARkM=</Equation><Font style="Text"> .if the measurement error covarience R approaches zero, whitch means the measurement is best, K weights the residual more heavily.</Font></Text-field>
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