root/doc/xml/Kalman_8m.xml @ 234

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1<?xml version='1.0' encoding='UTF-8' standalone='no'?>
2<doxygen xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:noNamespaceSchemaLocation="compound.xsd" version="1.5.6">
3  <compounddef id="Kalman_8m" kind="file">
4    <compoundname>Kalman.m</compoundname>
5      <sectiondef kind="var">
6      <memberdef kind="variable" id="Kalman_8m_1a2d0bade8b7ef0b56beda27488ea708d" prot="public" static="no" mutable="no">
7        <type></type>
8        <definition>function[xt, Rx, ll]</definition>
9        <argsstring>[xt, Rx, ll]</argsstring>
10        <name>function</name>
11        <initializer><ref refid="classKalman" kindref="compound">Kalman</ref>(xt,yt,A,C,Rw,Rv,Rx)
12% yp=C*xt</initializer>
13        <briefdescription>
14        </briefdescription>
15        <detaileddescription>
16        </detaileddescription>
17        <inbodydescription>
18        </inbodydescription>
19        <location file="/home/smidl/work/mixpp/matlab/Kalman.m" line="2" bodyfile="/home/smidl/work/mixpp/matlab/Kalman.m" bodystart="1" bodyend="-1"/>
20      </memberdef>
21      <memberdef kind="variable" id="Kalman_8m_188c32bd7de17dde57a9a412b9a000e11" prot="public" static="no" mutable="no">
22        <type>predikovan v stupy</type>
23        <definition>Ry</definition>
24        <argsstring></argsstring>
25        <name>Ry</name>
26        <initializer>Rv+C*Rx*C&apos;</initializer>
27        <briefdescription>
28        </briefdescription>
29        <detaileddescription>
30        </detaileddescription>
31        <inbodydescription>
32        </inbodydescription>
33        <location file="/home/smidl/work/mixpp/matlab/Kalman.m" line="3" bodyfile="/home/smidl/work/mixpp/matlab/Kalman.m" bodystart="3" bodyend="-1"/>
34      </memberdef>
35      <memberdef kind="variable" id="Kalman_8m_17385c34888ce96c459b2ab999e756e9b" prot="public" static="no" mutable="no">
36        <type>kovariance inovace</type>
37        <definition>asov updt stavu Rx</definition>
38        <argsstring></argsstring>
39        <name>Rx</name>
40        <initializer>Rx-Rx*C&apos;*inv(Ry)*C*Rx</initializer>
41        <briefdescription>
42        </briefdescription>
43        <detaileddescription>
44        </detaileddescription>
45        <inbodydescription>
46        </inbodydescription>
47        <location file="/home/smidl/work/mixpp/matlab/Kalman.m" line="4" bodyfile="/home/smidl/work/mixpp/matlab/Kalman.m" bodystart="4" bodyend="-1"/>
48      </memberdef>
49      <memberdef kind="variable" id="Kalman_8m_1109d43e4753ed77f192edf5a278d31e8" prot="public" static="no" mutable="no">
50        <type>datov updt kov stavu</type>
51        <definition>datov updt kov stavu ey</definition>
52        <argsstring></argsstring>
53        <name>ey</name>
54        <initializer>yt-yp</initializer>
55        <briefdescription>
56        </briefdescription>
57        <detaileddescription>
58        </detaileddescription>
59        <inbodydescription>
60        </inbodydescription>
61        <location file="/home/smidl/work/mixpp/matlab/Kalman.m" line="5" bodyfile="/home/smidl/work/mixpp/matlab/Kalman.m" bodystart="5" bodyend="-1"/>
62      </memberdef>
63      <memberdef kind="variable" id="Kalman_8m_17ef544e75392f3a67bfc3e470f4ff3a4" prot="public" static="no" mutable="no">
64        <type>inovace</type>
65        <definition>inovace KG</definition>
66        <argsstring></argsstring>
67        <name>KG</name>
68        <initializer>Rx*C&apos;*inv(Rv)</initializer>
69        <briefdescription>
70        </briefdescription>
71        <detaileddescription>
72        </detaileddescription>
73        <inbodydescription>
74        </inbodydescription>
75        <location file="/home/smidl/work/mixpp/matlab/Kalman.m" line="7" bodyfile="/home/smidl/work/mixpp/matlab/Kalman.m" bodystart="7" bodyend="-1"/>
76      </memberdef>
77      <memberdef kind="variable" id="Kalman_8m_1e99e8f063b011dafba65cd94236b07b9" prot="public" static="no" mutable="no">
78        <type><ref refid="classKalman" kindref="compound">Kalman</ref> v gain</type>
79        <definition>xt</definition>
80        <argsstring></argsstring>
81        <name>xt</name>
82        <initializer>xt+KG*ey</initializer>
83        <briefdescription>
84        </briefdescription>
85        <detaileddescription>
86        </detaileddescription>
87        <inbodydescription>
88        </inbodydescription>
89        <location file="/home/smidl/work/mixpp/matlab/Kalman.m" line="8" bodyfile="/home/smidl/work/mixpp/matlab/Kalman.m" bodystart="8" bodyend="-1"/>
90      </memberdef>
91      <memberdef kind="variable" id="Kalman_8m_1d228be362b719d6a232f91c2998779fa" prot="public" static="no" mutable="no">
92        <type>datov updt stavu</type>
93        <definition>datov updt stavu yp</definition>
94        <argsstring></argsstring>
95        <name>yp</name>
96        <initializer>yt-C*xt</initializer>
97        <briefdescription>
98        </briefdescription>
99        <detaileddescription>
100        </detaileddescription>
101        <inbodydescription>
102        </inbodydescription>
103        <location file="/home/smidl/work/mixpp/matlab/Kalman.m" line="9" bodyfile="/home/smidl/work/mixpp/matlab/Kalman.m" bodystart="9" bodyend="-1"/>
104      </memberdef>
105      <memberdef kind="variable" id="Kalman_8m_116e4ef534cec559430e07e05eb71c719" prot="public" static="no" mutable="no">
106        <type></type>
107        <definition>K</definition>
108        <argsstring></argsstring>
109        <name>K</name>
110        <initializer>Rx*C&apos;*inv(Ry)</initializer>
111        <briefdescription>
112        </briefdescription>
113        <detaileddescription>
114        </detaileddescription>
115        <inbodydescription>
116        </inbodydescription>
117        <location file="/home/smidl/work/mixpp/matlab/Kalman.m" line="11" bodyfile="/home/smidl/work/mixpp/matlab/Kalman.m" bodystart="11" bodyend="-1"/>
118      </memberdef>
119      <memberdef kind="variable" id="Kalman_8m_1d5583c89e1658b14ba2a7dccd35666f7" prot="public" static="no" mutable="no">
120        <type>asov updt kov stavu</type>
121        <definition>asov updt kov stavu ll</definition>
122        <argsstring></argsstring>
123        <name>ll</name>
124        <initializer>-1/2*log(det(Ry))-1/2*yp&apos;*inv(Ry)*yp</initializer>
125        <briefdescription>
126        </briefdescription>
127        <detaileddescription>
128        </detaileddescription>
129        <inbodydescription>
130        </inbodydescription>
131        <location file="/home/smidl/work/mixpp/matlab/Kalman.m" line="18" bodyfile="/home/smidl/work/mixpp/matlab/Kalman.m" bodystart="18" bodyend="-1"/>
132      </memberdef>
133      </sectiondef>
134    <briefdescription>
135    </briefdescription>
136    <detaileddescription>
137    </detaileddescription>
138    <programlisting>
139<codeline lineno="1"><highlight class="normal">function<sp/>[xt,Rx,ll]=<ref refid="classKalman" kindref="compound" tooltip="Kalman filter with covariance matrices in square root form.">Kalman</ref>(xt,yt,A,C,Rw,Rv,Rx)</highlight></codeline>
140<codeline lineno="2"><highlight class="normal">%<sp/>yp=C*xt;<sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>%<sp/>predikovan�<sp/>v�stupy</highlight></codeline>
141<codeline lineno="3"><highlight class="normal">%<sp/>Ry=Rv+C*Rx*C&apos;;<sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>%<sp/>kovariance<sp/>inovace</highlight></codeline>
142<codeline lineno="4"><highlight class="normal">%<sp/>Rx=Rx-Rx*C&apos;*inv(Ry)*C*Rx;<sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>%<sp/>datov�<sp/>updt<sp/>kov.<sp/>stavu</highlight></codeline>
143<codeline lineno="5"><highlight class="normal">%<sp/>ey=yt-yp;<sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>%<sp/>inovace<sp/></highlight></codeline>
144<codeline lineno="6"><highlight class="normal">%<sp/></highlight></codeline>
145<codeline lineno="7"><highlight class="normal">%<sp/>KG=Rx*C</highlight><highlight class="stringliteral">&apos;*inv(Rv);<sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>%<sp/>Kalman�v<sp/>gain</highlight></codeline>
146<codeline lineno="8"><highlight class="stringliteral">%<sp/>xt=xt+KG*ey;<sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>%<sp/>datov�<sp/>updt<sp/>stavu</highlight></codeline>
147<codeline lineno="9"><highlight class="stringliteral">yp=yt-C*xt;</highlight></codeline>
148<codeline lineno="10"><highlight class="stringliteral">Ry=C*Rx*C&apos;</highlight><highlight class="normal">+Rv;</highlight></codeline>
149<codeline lineno="11"><highlight class="normal">K=Rx*C</highlight><highlight class="stringliteral">&apos;*inv(Ry);</highlight></codeline>
150<codeline lineno="12"><highlight class="stringliteral">xt=xt+K*yp;</highlight></codeline>
151<codeline lineno="13"><highlight class="stringliteral">Rx=(eye(length(C))-K*C)*Rx;</highlight></codeline>
152<codeline lineno="14"><highlight class="stringliteral"></highlight></codeline>
153<codeline lineno="15"><highlight class="stringliteral">xt=A*xt;<sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>%<sp/>�asov�<sp/>updt<sp/>stavu</highlight></codeline>
154<codeline lineno="16"><highlight class="stringliteral">Rx=Rw+A*Rx*A&apos;</highlight><highlight class="normal">;<sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>%<sp/>�asov�<sp/>updt<sp/>kov.<sp/>stavu</highlight></codeline>
155<codeline lineno="17"><highlight class="normal"></highlight></codeline>
156<codeline lineno="18"><highlight class="normal">ll=-1/2*log(det(Ry))-1/2*yp&apos;*inv(Ry)*yp;</highlight></codeline>
157<codeline lineno="19"><highlight class="normal">%keyboard</highlight></codeline>
158    </programlisting>
159    <location file="/home/smidl/work/mixpp/matlab/Kalman.m"/>
160  </compounddef>
161</doxygen>
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