扩展信息滤波matlab代码(共3页).doc

精选优质文档-倾情为你奉上%EIF 扩展信息滤波function eifclearclose allclcN=100; %采样点数T=0.1; %采样时间x(:,1)=10;50;5;10;2;4; xg(:,1)=x(:,1); %状态赋初值P=diag(1,1,1,1,1,1); %协方差矩阵 赋初值Y=inv(P);yg(:,1)=Y*xg(:,1);Q=diag(0.02,0.02,0.012,0.012,0.052,0.052); %过程噪声协方差矩阵R=diag(0.4,0.01); %观测噪声协方差矩阵v=sqrt(R)*randn(2,N,1); %观测噪声序列w=sqrt(Q)*randn(6,N,1); %过程噪声序列I=eye(6); %6*6单位矩阵阵F=1 0 T 0 T2/