我想要一段卡尔曼滤波的代码参考一下
时间: 2023-06-04 12:02:07 浏览: 37
当然,这是一段简单的卡尔曼滤波的Python代码:
```python
import numpy as np
def KalmanFilter(x, P, measurement, R, motion = np.matrix('0. 0. 0. 0.').T, Q = np.matrix(np.eye(4))):
"""
x: initial state 4-tuple of location and velocity: (x0, x1, x2, x3)
P: initial uncertainty convariance matrix
measurement: observed position
R: measurement noise
motion: external motion added to state vector x
Q: motion noise (same shape as P)
"""
# prediction
x = motion
P = P + Q
# measurement update
S = H * P * H.T + R
K = P * H.T * np.linalg.inv(S)
Z = measurement.reshape(H.shape[0],1)
y = Z - H * x
x = x + (K * y)
P = (np.eye(len(x)) - K * H) * P
return x, P
# Example usage
x = np.matrix('0. 0. 0. 0.').T
P = np.matrix(np.eye(4))
measurements = [1, 2, 3]
R = 0.3 * np.matrix(np.eye(1))
for meas in measurements:
x, P = KalmanFilter(x, P, meas, R)
print("Kalman Output: ", x)
```
请注意,这仅仅是一个简单的卡尔曼滤波的例子,具体的代码应该根据具体的应用场景和数据进行调整。