matlab kalman 跟踪,卡尔曼滤波目标跟踪(matlab代码)

【实例简介】卡尔曼滤波例子

【实例截图】

【核心代码】

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

% Kalman滤波在船舶GPS导航定位系统中的应用

% 详细原理介绍及中文注释请参考：

% 《卡尔曼滤波原理及应用-MATLAB仿真》，电子工业出版社，黄小平著。

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

function Kalman

clc;clear;

T=1;

N=80/T;

X=zeros(4,N);

X(:,1)=[-100,2,200,20];

Z=zeros(2,N);

Z(:,1)=[X(1,1),X(3,1)];

delta_w=1e-2;

Q=delta_w*diag([0.5,1,0.5,1]) ;

R=100*eye(2);

F=[1,T,0,0;0,1,0,0;0,0,1,T;0,0,0,1];

H=[1,0,0,0;0,0,1,0];

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

for t=2:N

X(:,t)=F*X(:,t-1) sqrtm(Q)*randn(4,1);

Z(:,t)=H*X(:,t) sqrtm(R)*randn(2,1);

end

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