资源简介
kalman工具箱 装在matlab目录下可直接运行 对于学习目标跟踪很有用
代码片段和文件信息
function [FHQRinitx initV] = AR_to_SS(coef C y)
%
% Convert a vector auto-regressive model of order k to state-space form.
% [FHQR] = AR_to_SS(coef C y)
%
% X(i) = A(1) X(i-1) + ... + A(k) X(i-k+1) + v where v ~ N(0 C)
% and A(i) = coef(::i) is the weight matrix for i steps ago.
% We initialize the state vector with [y(:k)‘ ... y(:1)‘]‘ since
% the state vector stores [X(i) ... X(i-k+1)]‘ in order.
[s s2 k] = size(coef); % s is the size of the state vector
bs = s * ones(1k); % size of each block
F = zeros(s*k);
for i=1:k
F(block(1bs) block(ibs)) = coef(::i);
end
for i=1:k-1
F(block(i+1bs) block(ibs)) = eye(s);
end
H = zeros(1*s k*s);
% we get to see the most recent component of the state vector
H(block(1bs) block(1bs)) = eye(s);
%for i=1:k
% H(block(1bs) block(ibs)) = eye(s);
%end
Q = zeros(k*s);
Q(block(1bs) block(1bs)) = C;
R = zeros(s);
initx = zeros(k*s 1);
for i=1:k
initx(block(ibs)) = y(: k-i+1); % concatenate the first k observation vectors
end
initV = zeros(k*s); % no uncertainty about the state (since perfectly observable)
属性 大小 日期 时间 名称
----------- --------- ---------- ----- ----
文件 117 2009-03-26 16:53 KalmanAll\Kalman\aaa.asv
文件 1107 2002-05-29 08:59 KalmanAll\Kalman\AR_to_SS.m
文件 425 2002-05-29 08:59 KalmanAll\Kalman\convert_to_lagged_form.m
文件 354 2002-05-29 08:59 KalmanAll\Kalman\ensure_AR.m
文件 1045 2002-05-29 08:59 KalmanAll\Kalman\eval_AR_perf.m
文件 3005 2009-03-26 16:53 KalmanAll\Kalman\kalman_filter.asv
文件 3007 2009-03-26 20:29 KalmanAll\Kalman\kalman_filter.m
文件 2392 2002-11-01 16:32 KalmanAll\Kalman\kalman_forward_backward.m
文件 1584 2002-05-29 08:59 KalmanAll\Kalman\kalman_smoother.m
文件 1872 2009-03-26 20:23 KalmanAll\Kalman\kalman_update.asv
文件 1876 2009-03-26 20:24 KalmanAll\Kalman\kalman_update.m
文件 1022 2002-10-23 08:17 KalmanAll\Kalman\learning_demo.m
文件 819 2002-05-29 08:59 KalmanAll\Kalman\learn_AR.m
文件 687 2002-05-29 08:59 KalmanAll\Kalman\learn_AR_diagonal.m
文件 5515 2006-08-24 14:37 KalmanAll\Kalman\learn_kalman.m
文件 485 2004-06-07 07:39 KalmanAll\Kalman\README.txt
文件 535 2003-01-18 13:47 KalmanAll\Kalman\README.txt~
文件 2039 2009-03-27 11:51 KalmanAll\Kalman\sample_lds.asv
文件 2039 2009-03-27 11:53 KalmanAll\Kalman\sample_lds.m
文件 1199 2002-05-29 08:59 KalmanAll\Kalman\smooth_update.m
文件 579 2002-05-29 08:59 KalmanAll\Kalman\SS_to_AR.m
文件 28 2009-03-27 11:30 KalmanAll\Kalman\testKalman.m
文件 1976 2009-03-25 17:51 KalmanAll\Kalman\tracking_demo.asv
文件 2010 2009-03-30 16:21 KalmanAll\Kalman\tracking_demo.m
文件 267 2005-05-03 13:08 KalmanAll\KPMstats\#histCmpChi2.m#
文件 1955 2005-04-25 19:29 KalmanAll\KPMstats\beta_sample.m
文件 199 2005-04-25 19:29 KalmanAll\KPMstats\chisquared_histo.m
文件 1326 2005-04-25 19:29 KalmanAll\KPMstats\chisquared_prob.m
文件 1389 2005-04-25 19:29 KalmanAll\KPMstats\chisquared_readme.txt
文件 2127 2005-04-25 19:29 KalmanAll\KPMstats\chisquared_table.m
............此处省略577个文件信息
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