Changeset 354 for doc/html/kalman.html

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Timestamp:
06/02/09 10:24:26 (15 years ago)
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smidl
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doc - oprava

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  • doc/html/kalman.html

    r353 r354  
    6767<img class="formulaDsp" alt="\begin{eqnarray} x_t &amp;= &amp;A x_{t-1} + B u_{t} + v_t,\\ y_t &amp;= &amp;C x_{t} + D u_{t} + w_t, \end{eqnarray}" src="form_100.png"> 
    6868<p> 
    69  where <img class="formulaInl" alt="$ x_t $" src="form_101.png"> is the state, <img class="formulaInl" alt="$ y_t $" src="form_8.png"> is the system output, <img class="formulaInl" alt="$ A, B, C, D$" src="form_102.png"> are state matrices of appropriate dimensions, <img class="formulaInl" alt="$v_t, w_t$" src="form_103.png"> are zero mean Gaussian noises with covariance matrices <img class="formulaInl" alt="$Q, R$" src="form_104.png">, respectively.<p> 
     69 where <img class="formulaInl" alt="$ x_t $" src="form_101.png"> is the state, <img class="formulaInl" alt="$ y_t $" src="form_6.png"> is the system output, <img class="formulaInl" alt="$ A, B, C, D$" src="form_102.png"> are state matrices of appropriate dimensions, <img class="formulaInl" alt="$v_t, w_t$" src="form_103.png"> are zero mean Gaussian noises with covariance matrices <img class="formulaInl" alt="$Q, R$" src="form_104.png">, respectively.<p> 
    7070Both prior and posterior densities on the state are Gaussian, i.e. of the class enorm.<p> 
    7171There is a range of classes that implements this functionality, namely:<ul> 
    … …  
    9292        <span class="comment">// matrices</span> 
    9393        mat A = eye(dx); 
    94         mat B = <a class="code" href="group__specmat.html#g4c206300055f51390d03770ea5600da3" title="A Double vector of zeros.">zeros</a>(dx,du); 
     94        mat B = zeros(dx,du); 
    9595        mat C = eye(dx); 
    96         mat D = <a class="code" href="group__specmat.html#g4c206300055f51390d03770ea5600da3" title="A Double vector of zeros.">zeros</a>(dy,du); 
     96        mat D = zeros(dy,du); 
    9797        mat Q = eye(dx); 
    9898        mat R = 0.1*eye(dy); 
    9999        <span class="comment">//prior</span> 
    100100        mat P0 = 100*eye(dx); 
    101         vec mu0 = <a class="code" href="group__specmat.html#g4c206300055f51390d03770ea5600da3" title="A Double vector of zeros.">zeros</a>(dx); 
     101        vec mu0 = zeros(dx); 
    102102        <span class="comment">// Estimator</span> 
    103103        KalmanCh KF; 
    … …  
    106106        <span class="comment">// Estimation loop</span> 
    107107        <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i=0;i&lt;100;i++){ 
    108                 KF.bayes(<a class="code" href="group__randgen.html#g9ecf5af23567f51abc9af737fdbd872a" title="Generates a random Gaussian (0,1) variable.">randn</a>(dx+du)); 
     108                KF.bayes(randn(dx+du)); 
    109109        } 
    110110        <span class="comment">//print results</span> 
    … …  
    114114} 
    115115</pre></div> </div> 
    116 <hr size="1"><address style="text-align: right;"><small>Generated on Tue Jun 2 10:02:14 2009 for mixpp by&nbsp; 
     116<hr size="1"><address style="text-align: right;"><small>Generated on Tue Jun 2 10:11:00 2009 for mixpp by&nbsp; 
    117117<a href="http://www.doxygen.org/index.html"> 
    118118<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>