kalman
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.)
- 2020-12-21 11:19:08下载
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