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matlab/testKF.m
r32 r33 4 4 if ~skipgen 5 5 A=[1 -0.5; 1 0]; 6 B=[1;0 ];7 C=[1 0 ];8 D=[0 ];9 R=[1 ];10 Q=[0.2 0 ; 0 0. 02];6 B=[1;0.1]; 7 C=[1 0; 0 1]; 8 D=[0.1; 0]; 9 R=[1 0; 0 0.1]; 10 Q=[0.2 0 ; 0 0.2]; 11 11 12 12 sQ = chol(Q)'; … … 17 17 P0 = 200*eye(2); 18 18 19 u = zeros(1,N);19 u = rand(1,N); 20 20 x = zeros(2,N); 21 y = zeros( 1,N);21 y = zeros(2,N); 22 22 23 23 x(:,1) = [10;10]; 24 24 Et = sQ*randn(2,N); 25 Wt = sR*randn( 1,N);25 Wt = sR*randn(2,N); 26 26 for i=2:N; 27 27 x(:,i) = A*x(:,i-1) + B*u(i) + Et(:,i); … … 76 76 plot(xthE','o'); 77 77 plot(Mu',':'); 78 keyboard 78 79 end