资源简介
之前一直说要上传多维CKF滤波的例子,一直没时间,这次上传的是一个多维函数,在你的仿真中直接调用运行即可,程序都是自己一个一个敲出来的,并且经过测试的。
代码片段和文件信息
%% ---------------------------------------------------------------
% Version: 20121120 one of the functions for Nonlinear Filtering.All
% Rights Reserved. Anyone can use it for your own simulations. Do not modify
% the following comments.
%
% Implementation of the third-degree cubature Kalman filters. This script
% could be applied to multi-dimensional models.
%
% Caution: For validating the third-degree cubture Kalman fiters only
% the model employed is known as the bearing-only tracking (four-dimensional
% model) the values of parameters can be referred to the following
% references:
% [1] I. Arasaratnam S. Haykin “Cubature Kalman filters“ IEEE Trans.
% Automat. Control vol. 54 no. 6 2009 pp. 1254-1269.
% [2] X. C. Zhang C. J. Guo “Square-root imbedded cubature Kalman
% filtering“ Control Theory & Applications to appear. (In Chinese).
% [3] X. C. Zhang C. J. Guo “Cubature Kalman filters: Derivation and
% extension“ Chinese Physics B accepted.
%
%
% - By Irvingzhang(UESTC)
% 2012-11-20
% Email Address: irving_zhang@163.com
%% ---------------------------------------------------------------
function [x P] = Third_degree_CKF(xhat Pplus z)
global Q R fai gama kesi w m;
%% ---------------------------3rd-degree CKF----------------------
%% -----------------------------Time Update-----------
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