root/applications/dual/SIDP/generate_trajectories.m
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743
Revision 743, 507 bytes (checked in by zimamiro, 15 years ago) |
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[743] | 1 | function H=generate_trajectories(H,u,sigma) |
2 | sigma_na_druhou=sigma^2; | |
3 | ||
4 | for i=1:size(H,1)-1 | |
5 | for j=1:size(H,2) | |
6 | %aplication of best_control | |
7 | %H(i+1,j,1)=H(i,j,1)+(H(i,j,2)+H(i,j,3)*randn)*u(i,j)+sigma*randn; | |
8 | H(i+1,j,1)=H(i,j,1)+H(i,j,2)*u(i,j)+sigma*randn; | |
9 | ||
10 | %kalman | |
11 | K=u(i,j)*H(i,j,3)/(H(i,j,3)*u(i,j)^2+sigma_na_druhou); | |
12 | H(i+1,j,2)=H(i,j,2)+K*( H(i+1,j,1)-H(i,j,1)-H(i,j,2)*u(i,j)); | |
13 | H(i+1,j,3)=(1-K*u(i,j))*H(i,j,3); | |
14 | end | |
15 | ||
16 | end | |
17 | end |
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