资源简介
西蒙—最优状态估计,卡尔曼,H∞及非线性滤波(中、英PDF含代码)
代码片段和文件信息
function [ErrKarray ErrKCarray ErrHinfarray ErrHinfCarray] = AddHinfConstr(g T tf)
% function AddHinfConstr
% This m-file simulates a vehicle tracking problem.
% The vehicle state is estimated with a minimax filter.
% In addition with the a priori knowledge that the vehicle is on
% a particular road the vehicle state is estimated with a
% constrained minimax filter.
% This m-file also simulates a Kalman filter and constrained
% Kalman filter so you can compare results.
% The state consists of the north and east position and the
% north and east velocity of the vehicle.
% The measurement consists of north and east position.
% For further details see the web site
% http://www.csuohio.edu/simond/minimaxconstrained/.
% INPUTS
% g = gamma (I suggest 40)
% T = time step in seconds (I suggest 1)
% tf = final time in seconds (I suggest 120)
% OUTPUTS
% ErrKarray = time varying array of error of Kalman unconstrained state estimate
% ErrKCarray = time varying array of error of Kalman constrained state estimate
% ErrHinfarray = time varying array of error of Minimax unconstrained state estimate
% ErrHinfCarray = time varying array of error of Minimax constrained state estimate
if ~exist(‘g‘ ‘var‘)
g = 40;
end
if ~exist(‘T‘ ‘var‘)
T = 1;
end
if ~exist(‘tf‘ ‘var‘)
tf = 120;
end
Q = diag([4 4 1 1]); % Process noise covariance (m m m/sec m/sec)
Qsqrt = sqrt(Q);
R = diag([900 900]); % Measurement noise covariance (m m)
Rsqrt = sqrt(R);
theta = pi / 3; % heading angle (measured CCW from east)
tantheta = tan(theta);
% Define the initial state x initial unconstrained Kalman filter estimate xhat
% and initial constrained Kalman filter estimate xtilde.
x = [0; 0; tantheta; 1] * 100;
xhat = x;
xtilde = x;
P = diag([R(11) R(22) Q(11) Q(22)]); % Initial estimation error covariance
% AccelDecelFlag is used to simulate the vehicle alternately accelerating and
% decelerating as if in traffic.
AccelDecelFlag = 1;
% System matrix.
A = [1 0 T 0; 0 1 0 T; 0 0 1 0; 0 0 0 1];
% Input matrix.
B = [0; 0; T*sin(theta); T*cos(theta)];
% Normalized measurement matrix.
C = inv(Rsqrt) * [1 0 0 0; 0 1 0 0];
% State constraint matrices.
D = [1 -tantheta 0 0; 0 0 1 -tantheta];
% Normalize D so that D*D‘=I.
D = D / sqrt(1 + tantheta^2);
V = D‘ * D;
d = [0; 0];
% Initialize arrays for saving data for plotting.
xarray = [];
xhatarray = [];
xtildearray = [];
randn(‘state‘ sum(100*clock));
% Minimax initialization.
% Make sure that xtildeinf satisfies the state constraint.
Qbar = P;
Qtilde = P;
xhatinf = x;
xtildeinf = x;
xhatinfarray = [];
xtildeinfarray = [];
for t = T : T : tf
% Get the noise-corrupted measurement z.
z = C * x;
MeasErr = randn(size(z));
z = z + MeasErr;
% Set the known input u.
if AccelDecelFlag == 1
if (x(3) > 30) | (x(4) > 30)
AccelDecelFlag = -1;
end
else
属性 大小 日期 时间 名称
----------- --------- ---------- ----- ----
文件 89785 2017-11-02 17:39 西蒙—最优状态估计卡尔曼H∞及非线性滤波(中英)\AppendixC.pdf
文件 162423 2017-11-02 17:40 西蒙—最优状态估计卡尔曼H∞及非线性滤波(中英)\errata.pdf
文件 231841 2017-11-02 17:43 西蒙—最优状态估计卡尔曼H∞及非线性滤波(中英)\ESDNonlinear.pdf
文件 442575 2017-11-02 17:43 西蒙—最优状态估计卡尔曼H∞及非线性滤波(中英)\hinfinity.pdf
文件 435748 2017-11-02 17:42 西蒙—最优状态估计卡尔曼H∞及非线性滤波(中英)\kalman.pdf
目录 0 2018-07-27 23:00 西蒙—最优状态估计卡尔曼H∞及非线性滤波(中英)\MATLAB\
文件 10137 2017-11-02 17:48 西蒙—最优状态估计卡尔曼H∞及非线性滤波(中英)\MATLAB\AddHinfConstr.m
文件 3881 2017-11-02 17:48 西蒙—最优状态估计卡尔曼H∞及非线性滤波(中英)\MATLAB\AddHinfConstrMonte.m
文件 1291 2017-11-02 17:47 西蒙—最优状态估计卡尔曼H∞及非线性滤波(中英)\MATLAB\AddHinfEx1.m
文件 5816 2017-11-02 17:47 西蒙—最优状态估计卡尔曼H∞及非线性滤波(中英)\MATLAB\AddHinfEx3.m
文件 969 2017-11-02 17:45 西蒙—最优状态估计卡尔曼H∞及非线性滤波(中英)\MATLAB\Chemical.m
文件 3981 2017-11-02 17:46 西蒙—最优状态估计卡尔曼H∞及非线性滤波(中英)\MATLAB\Colored.m
文件 2078 2017-11-02 17:46 西蒙—最优状态估计卡尔曼H∞及非线性滤波(中英)\MATLAB\ContEx.m
文件 2849 2017-11-02 17:45 西蒙—最优状态估计卡尔曼H∞及非线性滤波(中英)\MATLAB\Correlated.m
文件 1435 2017-11-02 17:45 西蒙—最优状态估计卡尔曼H∞及非线性滤波(中英)\MATLAB\DiscreteKFAlt.m
文件 1997 2018-03-14 10:53 西蒙—最优状态估计卡尔曼H∞及非线性滤波(中英)\MATLAB\DiscreteKFEx1.m
文件 1840 2017-11-02 17:45 西蒙—最优状态估计卡尔曼H∞及非线性滤波(中英)\MATLAB\DiscreteKFEx2.m
文件 899 2017-11-02 17:45 西蒙—最优状态估计卡尔曼H∞及非线性滤波(中英)\MATLAB\DiscreteKFEx2Plot.m
文件 3000 2017-11-02 17:48 西蒙—最优状态估计卡尔曼H∞及非线性滤波(中英)\MATLAB\ExtendedBody.m
文件 4848 2017-11-02 17:46 西蒙—最优状态估计卡尔曼H∞及非线性滤波(中英)\MATLAB\FixIntSmooth.m
文件 4469 2017-11-02 17:46 西蒙—最优状态估计卡尔曼H∞及非线性滤波(中英)\MATLAB\FixLagSmooth.m
文件 5058 2017-11-02 17:46 西蒙—最优状态估计卡尔曼H∞及非线性滤波(中英)\MATLAB\FixPtSmooth.m
文件 360 2017-11-02 17:47 西蒙—最优状态估计卡尔曼H∞及非线性滤波(中英)\MATLAB\HinfContEx1a.m
文件 2887 2017-11-02 17:47 西蒙—最优状态估计卡尔曼H∞及非线性滤波(中英)\MATLAB\HinfContEx1b.m
文件 508 2017-11-02 17:47 西蒙—最优状态估计卡尔曼H∞及非线性滤波(中英)\MATLAB\HinfEx1a.m
文件 1719 2018-07-27 22:23 西蒙—最优状态估计卡尔曼H∞及非线性滤波(中英)\MATLAB\HinfEx1b.m
文件 972 2017-11-02 17:49 西蒙—最优状态估计卡尔曼H∞及非线性滤波(中英)\MATLAB\House1.m
文件 14260 2017-11-02 17:48 西蒙—最优状态估计卡尔曼H∞及非线性滤波(中英)\MATLAB\Hybrid2.m
文件 3106 2017-11-02 17:48 西蒙—最优状态估计卡尔曼H∞及非线性滤波(中英)\MATLAB\HybridBody.m
文件 8046 2017-11-02 17:48 西蒙—最优状态估计卡尔曼H∞及非线性滤波(中英)\MATLAB\HybridSimplex.m
文件 5132 2017-11-02 17:48 西蒙—最优状态估计卡尔曼H∞及非线性滤波(中英)\MATLAB\HybridUKF.m
............此处省略20个文件信息
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