抗差卡尔曼滤波

基于双因子抗差权的KALMAN滤波模型研究，里面有具体文章供参考，谢谢原作者！

function  [X_estCovX_est] = bifactorLS（LAQl）

    % INPUT : L observation vector;
    %         A design matrix ;
    %         Ql covariance matrix of L;
    % OUTPUT: X_est state vector;
    %         covariance matrix of X_est;

P=inv（Ql）;
X=inv（A‘*P*A）*A‘*P*L;
V=A*X - L;

%         % K0=2.0-3.0;
%         % K1=4.5-8.5;
            K0=2.0;
            K1=2.5;
% while （（norm（V1）>tol）&（iter
          standardedV=abs（V./std（V））;
          [mm]=size（P）;
          r = zeros（1m）;
% start calculate reduction factors
                                 for ii=1:m
                                       if standardedV（ii） <= K0
                                                r（ii） = 1;
                                           elseif （standardedV（ii） >= K0） & （standardedV（ii） <= K1）
                                                r（ii）= K0/abs（standardedV（ii））*（（K1-abs（standardedV（ii）））/（K1-K0））;
                                           else
                                                r（ii） = 0;
                                       end 
                                 end
% start calculate equivalent weight matrix eqviP
            rij = zeros（mm）;
                                for ii = 1:m
                                    for jj = 1:m
                                        rij（iijj） = sqrt（r（ii）*r（jj））;
                                        eqviP（iijj） = rij（iijj）*P（iijj）;
                                    end
                                end 
                                
% end
 % estimating with equival weight 
X_est = inv（A‘*eqviP*A）*A‘*eqviP*L;
[nm]=size（A）;
deg_free=n-m;
sigma = sqrt（（V‘*eqviP*V）/（n-m））;
% posteriorcovariance matrix
CovX_est = inv（A‘*eqviP*A）*sigma^2;

 属性            大小     日期    时间   名称
----------- ---------  ---------- -----  ----

     文件       1744  2009-06-24 21:40  bifactorRobustkalman\bifactorLS.m

     文件       3466  2009-06-24 22:12  bifactorRobustkalman\mainpro.M

     文件      28001  2009-05-24 11:19  bifactorRobustkalman\Roverpsedo.mat

     文件       1166  2009-06-24 21:40  bifactorRobustkalman\W_Robust_Kalman.m

     文件     297984  2009-06-25 18:53  bifactorRobustkalman\基于双因子抗差权的KALMAN滤波模型研究.doc

     目录          0  2009-12-21 09:02  bifactorRobustkalman

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