function H=generate_trajectories(H,u,sigma) sigma_na_druhou=sigma^2; for i=1:size(H,1)-1 for j=1:size(H,2) %aplication of best_control %H(i+1,j,1)=H(i,j,1)+(H(i,j,2)+H(i,j,3)*randn)*u(i,j)+sigma*randn; H(i+1,j,1)=H(i,j,1)+H(i,j,2)*u(i,j)+sigma*randn; %kalman K=u(i,j)*H(i,j,3)/(H(i,j,3)*u(i,j)^2+sigma_na_druhou); 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)); H(i+1,j,3)=(1-K*u(i,j))*H(i,j,3); end end end