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ukf
An implementation of Unscented Kalman Filter for nonlinear state estimation.
(Nonlinear state estimation is a challenge problem. The well-known Kalman Filter is only suitable for linear systems. The Extended Kalman Filter (EKF) has become a standarded formulation for nonlinear state estimation. However, it may cause significant error for highly nonlinear systems because of the propagation of uncertainty through the nonlinear system.
The Unscented Kalman Filter (UKF) is a novel development in the field. The idea is to produce several sampling points (Sigma points) around the current state estimate based on its covariance. Then, propagating these points through the nonlinear map to get more accurate estimation of the mean and covariance of the mapping results. In this way, it avoids the need to calculate the Jacobian, hence incurs only the similar computation load as the EKF.
For tutorial purpose, this code implements a simplified version of UKF formulation, where we assume both the process and measurement noises are additive to avoid augment of state and a)
- 2010-12-14 16:39:43下载
- 积分:1
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xianhao
说明: 北航信号与测试技术实验 基本信号的时域频域分析 FFT变换 自相关互相关变换
matlab源码 以及实验结果图(Northern Testing experimental data signal and the signal in time domain frequency domain analysis FFT, autocorrelation and cross-correlation transform matlab source results map)
- 2011-04-17 22:17:32下载
- 积分:1
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jisuanjimonishiyan
以高分子链的模拟为例了解Monte Carlo方法的原理。
(The polymer chain Monte Carlo simulation method as an example to understand the principle.)
- 2011-05-16 21:55:10下载
- 积分:1
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matlab
another optimization project solve by amin zafarian
- 2011-06-12 02:56:15下载
- 积分:1
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LMS
说明: 使用matlab实现最小均方算法,画出了权值迭代图和搜索过程图。(Realized least mean-square algorithm(LMS)by using matlab, drawed the right value iteration figure and search process maps.)
- 2011-04-08 17:00:49下载
- 积分:1
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matlab-function-table-
matlab 程序函数列表 内涵常用数学、绘图的呢过分析函数名称(Matlab function list)
- 2012-04-27 18:25:24下载
- 积分:1
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LS_Pos
导航定位中的单点定位,采用最小二乘法计算接收机位置,进行定位。(Navigation and positioning of the single point positioning, receiver position is obtained by using the least squares method, to locate.)
- 2016-05-19 21:20:51下载
- 积分:1
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1234
说明: C-means一个简单完整的程序,供大家看一下,有不完善的地方,请多多指教(C-means a simple and complete procedures for Members to see, any problems, please exhibitions)
- 2008-11-19 09:51:55下载
- 积分:1
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ias_measure
this is a program for measuring instantaneous angular speed from pulse signal. this file contents source code for instantaneous angular speed estimation.
- 2012-06-11 21:32:33下载
- 积分:1
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bliinds_train_test
this trains a set of images to calculate metric
- 2011-09-21 22:13:28下载
- 积分:1