kalman

代码说明：

  一连续平稳的随机信号x(t)，自相关函数RX(t)=e-/t/，信号x(t)为加性噪声所干扰，噪声是白噪声，测量值的离散值Z(k)为已知，TS=0.02s。 -3.2，-0.8，-14，-16，-17，-18，-3.3，-2.4， -18，-0.3，-0.4，-0.8，-19，-2.0，-1.2，-11，-14，-0.9，0.8，10，0.2，0.5，-0.5，2.4，-0.5，0.5，-13，0.5，10，-12，0.5，-0.6，-15，-0.7，15，0.5，-0.7，-2.0，-19，-17，-11，-14。 自编卡尔曼滤波递推程序，估计信号x(t)的波形。(A continuous stationary random signal x (t), the autocorrelation function RX (t) = e-/ t /, the signal x (t) is additive noise of the interference, noise is white noise, the measured value of the discrete values ​ ​ Z (k ) are known, TS = 0.02s. -3.2,-0.8,-14,-16,-17,-18,-3.3,-2.4,-18,-0.3,-0.4,-0.8,-19,-2.0,-1.2,-11,-14 ,-0.9,0.8,10,0.2,0.5,-0.5,2.4,-0.5,0.5,-13,0.5,10,-12,0.5,-0.6,-15,-0.7,15,0.5,-0.7,-2.0,-19,-17,-11,-14. Self Kalman filter recursive procedure, the estimated signal x (t) waveform.)

文件列表：

kalman.m,1036,2011-05-04