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Measurement 的代码
josephb.m
function [K,Pout] = josephb(z,R,H,P)
%
% Joseph "stabilized" Kalman filter measurement
% update as modified by Bierman.
%
T1 = sqrt(R);
T2 = H/T1;
T4 = P*T2';
T5 = T2*T4 + 1;
K = T4/T5;
T7
josephdv.m
function [K,Pout] = josephdv(z,R,H,P)
%
% Joseph "stabilized" Kalman filter measurement
% update as implemented by De Vries.
%
T1 = P*H';
T2 = H*T1 + R;
K = T1/T2;
T3 = .5*K*T2 - T1;
T4 = T3
chap7_9.m
%Discrete Kalman filter for PID control
%Reference kalman_2rank.m
%x=Ax+B(u+w(k));
%y=Cx+D+v(k)
clear all;
close all;
ts=0.001;
%Continuous Plant
a=25;b=133;
sys=tf(b,[1,a,0]);
dsys=c2d(sy
chap7_8.m
%Kalman filter
%x=Ax+B(u+w(k));
%y=Cx+D+v(k)
clear all;
close all;
ts=0.001;
M=3000;
%Continuous Plant
a=25;b=133;
sys=tf(b,[1,a,0]);
dsys=c2d(sys,ts,'z');
[num,den]=tfdata(dsys,'v');
kalman.cpp
#include "cv.h"
#include "highgui.h"
#include
int main(int argc, char** argv)
{
/* A matrix data */
const float A[] = { 1, 1, 0, 1 };
IplImage* img = cvCreateImage( cvSize(500,5
chap7_11.m
%Discrete Kalman filter for PID control
%Reference kalman_2rank.m
%x=Ax+B(u+w(k));
%y=Cx+D+v(k)
clear all;
close all;
ts=0.001;
%Continuous Plant
a=25;b=133;
sys=tf(b,[1,a,0]);
dsys=c2d(sy
chap7_9.m
%Kalman filter
%x=Ax+B(u+w(k));
%y=Cx+D+v(k)
clear all;
close all;
ts=0.001;
M=3000;
%Continuous Plant
a=25;b=133;
sys=tf(b,[1,a,0]);
dsys=c2d(sys,ts,'z');
[num,den]=tfdata(dsys,'v');
chap7_10f.m
%Discrete Kalman filter
%x=Ax+B(u+w(k));
%y=Cx+D+v(k)
function [u]=kalman(u1,u2,u3)
persistent A B C D Q R P x
yv=u2;
if u3==0
x=zeros(2,1);
ts=0.001;
a=25;b=133;
sys=tf(b,[1,a
chap7_10.m
%Discrete Kalman filter for PID control
%Reference kalman_2rank.m
%x=Ax+B(u+w(k));
%y=Cx+D+v(k)
clear all;
close all;
ts=0.001;
%Continuous Plant
a=25;b=133;
sys=tf(b,[1,a,0]);
dsys=c2d(sy
chap7_8.m
%Kalman filter
%x=Ax+B(u+w(k));
%y=Cx+D+v(k)
clear all;
close all;
ts=0.001;
M=3000;
%Continuous Plant
a=25;b=133;
sys=tf(b,[1,a,0]);
dsys=c2d(sys,ts,'z');
[num,den]=tfdata(dsys,'v');