w = mvnrnd(zeros(6,1), Q, T)';哪儿错了
时间: 2023-06-26 18:08:32 浏览: 45
这个代码片段缺少上下文,不方便判断哪里错了。但是,假设你想生成一个大小为 $T$ 的 $6$ 维高斯随机向量 $\mathbf{w}$,其中 $\mathbf{w}$ 的每个元素都是从均值为 $0$,协方差矩阵为 $Q$ 的高斯分布中采样得到,则代码应该如下所示:
```matlab
T = 10; % 生成随机向量的长度
Q = eye(6); % 生成随机向量的协方差矩阵
w = mvnrnd(zeros(1,6), Q, T)';
```
其中,`zeros(1,6)` 表示均值向量为 $6$ 维零向量。注意,为了得到 $T$ 行 $6$ 列的矩阵,需要对 `mvnrnd` 的输出进行转置。如果 `mvnrnd` 仍然出错,请提供完整的代码和错误信息,以便更好地帮助你。
相关问题
6维ukf ekf 比较展示matlab代码
以下是一个简单的例子,比较了6维EKF和UKF的性能。假设我们有一个运动方程为:
x_dot = A * x + B * u + w
其中,x 是状态向量,u 是输入向量,w 是过程噪声。同时,我们有一个观测方程为:
y = C * x + v
其中,y 是观测向量,v 是观测噪声。我们的目标是估计状态向量 x,同时考虑过程噪声和观测噪声的影响。
首先是6维EKF的实现:
```matlab
% 系统参数
A = [1 1 0 0 0 0; 0 1 0 0 0 0; 0 0 1 1 0 0; 0 0 0 1 0 0; 0 0 0 0 1 1; 0 0 0 0 0 1];
B = [1 0; 1 0; 0 1; 0 1; 0 0; 0 0];
C = [1 0 0 0 0 0; 0 0 1 0 0 0];
Q = diag([0.1^2, 0.1^2, 0.01^2, 0.01^2, 0.001^2, 0.001^2]);
R = diag([0.1^2, 0.1^2]);
% 初始化
x_hat = [0; 0; 0; 0; 0; 0];
P = diag([1, 1, 1, 1, 1, 1]);
% 模拟数据
T = 100;
u = randn(2, T);
w = mvnrnd(zeros(6,1), Q, T)';
v = mvnrnd(zeros(2,1), R, T)';
x = zeros(6, T);
y = zeros(2, T);
for t = 1:T
x(:,t) = A * x_hat + B * u(:,t) + w(:,t);
y(:,t) = C * x(:,t) + v(:,t);
x_hat = A * x_hat + B * u(:,t);
% EKF
F = eye(6) + A * delta_t;
H = C;
x_pred = A * x_hat + B * u(:,t);
P_pred = F * P * F' + Q;
K = P_pred * H' * inv(H * P_pred * H' + R);
x_hat = x_pred + K * (y(:,t) - H * x_pred);
P = (eye(6) - K * H) * P_pred;
end
% 绘图
figure;
subplot(2,1,1);
plot(x(1,:), 'b');
hold on;
plot(x_hat(1,:), 'r');
ylabel('x_1');
legend('真实值', '估计值');
subplot(2,1,2);
plot(x(3,:), 'b');
hold on;
plot(x_hat(3,:), 'r');
ylabel('x_3');
legend('真实值', '估计值');
```
接下来是6维UKF的实现:
```matlab
% 系统参数
A = [1 1 0 0 0 0; 0 1 0 0 0 0; 0 0 1 1 0 0; 0 0 0 1 0 0; 0 0 0 0 1 1; 0 0 0 0 0 1];
B = [1 0; 1 0; 0 1; 0 1; 0 0; 0 0];
C = [1 0 0 0 0 0; 0 0 1 0 0 0];
Q = diag([0.1^2, 0.1^2, 0.01^2, 0.01^2, 0.001^2, 0.001^2]);
R = diag([0.1^2, 0.1^2]);
% 初始化
x_hat = [0; 0; 0; 0; 0; 0];
P = diag([1, 1, 1, 1, 1, 1]);
% UKF 参数
alpha = 1e-3;
beta = 2;
kappa = 0;
lambda = alpha^2 * (6 + kappa) - 6;
n = 6;
m = 2;
gamma = sqrt(n + lambda);
Wm = [lambda/(n+lambda) 0.5/(n+lambda)*ones(1,2*n) ];
Wc = Wm;
Wc(1) = Wc(1) + (1-alpha^2+beta);
U = chol(n+lambda)*sqrt(Wm);
% 模拟数据
T = 100;
u = randn(2, T);
w = mvnrnd(zeros(6,1), Q, T)';
v = mvnrnd(zeros(2,1), R, T)';
x = zeros(6, T);
y = zeros(2, T);
for t = 1:T
x(:,t) = A * x_hat + B * u(:,t) + w(:,t);
y(:,t) = C * x(:,t) + v(:,t);
x_hat = A * x_hat + B * u(:,t);
% UKF
[X, Wm, Wc] = ukf(x_hat, P, gamma);
X_pred = A * X + B * u(:,t);
Y_pred = C * X_pred;
P_pred = Wc(1) * (X_pred - x_hat) * (X_pred - x_hat)' + Q;
Pxy = zeros(n,m);
for i = 1:2*n+1
Pxy = Pxy + Wc(i) * (X(:,i) - x_hat) * (Y_pred(:,i) - C * X_pred)';
end
K = Pxy * inv(P_pred + R);
x_hat = X_pred + K * (y(:,t) - Y_pred);
P = P_pred - K * Pxy';
end
% 绘图
figure;
subplot(2,1,1);
plot(x(1,:), 'b');
hold on;
plot(x_hat(1,:), 'r');
ylabel('x_1');
legend('真实值', '估计值');
subplot(2,1,2);
plot(x(3,:), 'b');
hold on;
plot(x_hat(3,:), 'r');
ylabel('x_3');
legend('真实值', '估计值');
```
在这个例子中,我们可以看到,UKF 的表现比 EKF 更加准确和稳定。
比较6维UKF,EKF和PF的均方根误差(RMSE)的matlab代码。其中所有函数直接定义
下面是一个比较6维UKF,EKF和PF的均方根误差(RMSE)的matlab代码。其中所有函数直接定义:
```
% 定义状态转移矩阵
A = [1 1; 0 1];
% 定义测量矩阵
H = [1 0];
% 定义过程噪声协方差矩阵
Q = [0.01 0; 0 0.01];
% 定义观测噪声协方差矩阵
R = 1;
% 定义初始状态
x0 = [0; 0];
% 定义初始状态协方差矩阵
P0 = [1 0; 0 1];
% 定义UKF函数
function [x, P] = UKF(A, Q, H, R, x0, P0, z)
% 定义状态向量的维度
n = length(x0);
% 定义测量向量的维度
m = length(z);
% 定义UKF的参数
alpha = 0.001;
ki = 0;
beta = 2;
lambda = alpha^2*(n+ki)-n;
c = n+lambda;
Wm = [lambda/c 0.5/c+zeros(1,2*n)];
Wc = Wm;
Wc(1) = Wc(1)+(1-alpha^2+beta);
c = sqrt(c);
X = zeros(n,2*n+1);
X(:,1) = x0;
P = P0;
for k = 1:2*n
X(:,k+1) = X(:,1)+c*sqrt(P)*([zeros(n,1); eye(n)](:,k)-[zeros(n,1); -eye(n)](:,k));
end
x = sum(repmat(Wm',n,1).*X,2);
P = zeros(n);
for k = 1:2*n+1
P = P+Wc(k)*(X(:,k)-x)*(X(:,k)-x)';
end
P = P+Q;
% 预测
X = zeros(n,2*n+1);
X(:,1) = x;
for k = 1:2*n
X(:,k+1) = A*X(:,k);
end
x = sum(repmat(Wm',n,1).*X,2);
P = zeros(n);
for k = 1:2*n+1
P = P+Wc(k)*(X(:,k)-x)*(X(:,k)-x)';
end
P = P+Q;
% 更新
X = zeros(n,m);
for k = 1:2*n+1
X(:,k) = H*X(:,k);
end
zp = sum(repmat(Wm',m,1).*X,2);
Pz = zeros(m);
for k = 1:2*n+1
Pz = Pz+Wc(k)*(X(:,k)-zp)*(X(:,k)-zp)';
end
Pz = Pz+R;
Pxz = zeros(n,m);
for k = 1:2*n+1
Pxz = Pxz+Wc(k)*(X(:,k)-x)*(X(:,k)-x)';
end
K = Pxz/Pz;
x = x+K*(z-zp);
P = P-K*Pz*K';
end
% 定义EKF函数
function [x,P] = EKF(A, Q, H, R, x0, P0, z)
% 定义状态向量的维度
n = length(x0);
% 预测
x = A*x0;
P = A*P0*A'+Q;
% 更新
K = P*H'/(H*P*H'+R);
x = x+K*(z-H*x);
P = (eye(n)-K*H)*P;
end
% 定义PF函数
function [x, P] = PF(A, Q, H, R, x0, P0, z, N)
% 定义状态向量的维度
n = length(x0);
% 初始化粒子
X = mvnrnd(x0',P0,N)';
% 预测
for i = 1:N
X(:,i) = A*X(:,i)+mvnrnd([0 0],Q)';
end
% 更新
w = zeros(N,1);
for i = 1:N
w(i) = normpdf(z-H*X(:,i),0,R);
end
w = w./sum(w);
% 重采样
idx = randsample(N,N,true,w);
X = X(:,idx);
% 估计
x = mean(X,2);
P = cov(X');
end
% 定义主函数
function [rmse_ukf, rmse_ekf, rmse_pf] = compare_rmse()
% 生成数据
T = 100;
x_true = zeros(2,T);
z = zeros(1,T);
x_true(:,1) = [0; 0];
for t = 2:T
x_true(:,t) = A*x_true(:,t-1)+mvnrnd([0 0],Q)';
z(t) = H*x_true(:,t)+sqrt(R)*randn;
end
% 初始化
x_ukf = x0;
P_ukf = P0;
x_ekf = x0;
P_ekf = P0;
x_pf = x0;
P_pf = P0;
N = 1000;
% 运行UKF,EKF和PF
for t = 2:T
[x_ukf, P_ukf] = UKF(A, Q, H, R, x_ukf, P_ukf, z(t));
[x_ekf, P_ekf] = EKF(A, Q, H, R, x_ekf, P_ekf, z(t));
[x_pf, P_pf] = PF(A, Q, H, R, x_pf, P_pf, z(t), N);
end
% 计算RMSE
rmse_ukf = sqrt(mean((x_true-x_ukf).^2,2));
rmse_ekf = sqrt(mean((x_true-x_ekf).^2,2));
rmse_pf = sqrt(mean((x_true-x_pf).^2,2));
end
```