資源簡介
對比分析EKF,UKF和PF粒子濾波的性能,該代碼對認識EKF UKF和PF和有棒子,特別是粒子濾波算法
代碼片段和文件信息
%Particle?Filter?simulation?2008?Author:yx
%%?Compare?EKF?and?PF(bootstrap?filter)
%Reference?article?Gordonnovelapproach.pdf?Adapted?from?Gordon?Salmond?and?Smith?paper
%?Ref:?1993?Novel?approach?to?nonlinear/non-Gaussian?Bayesian?estimation
%?example?2?PF_UKF_EKF_1_2a01.m
%?Bearing-only?tracking?example
%?20081110?UKF
%本例對基于量測非線性模型(正切),進行了仿真;通過對比分析EKF,UKF和PF粒子濾%波的性能。仿真結(jié)果可以看出粒子濾波器比UKF優(yōu)越,UKF比EKF性能優(yōu)越。可作為學(xué)習(xí)%濾波器的參考資料。
clear?all;
close?all;
clc;%Clear?command?window.
Q?=?0.001^2;?%?process?noise?covariance
R?=?0.005^2;?%?measurement?noise?covariance
N?=?100;%?The?number?of?particles?in?the?particle?filter
st?=?30;?%?simulation?length(time)
eps?=?1.0e-017;
x0?=?[-0.050000.001000.70000-0.055000]‘;?%?initial?state
%x?=?[0.00.00.40000-0.05]‘;?
x??=?x0;
xA?=?[x(1)];
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