自适应扩展卡尔曼滤波代码
时间: 2023-12-01 19:42:35 浏览: 83
自适应卡尔曼滤波
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根据提供的引用内容,我无法确定您需要的自适应扩展卡尔曼滤波的具体实现。但是,我可以为您提供一个通用的卡尔曼滤波算法的Python实现,供您参考:
```python
import numpy as np
class KalmanFilter:
def __init__(self, F, H, Q, R, x0, P0):
self.F = F
self.H = H
self.Q = Q
self.R = R
self.x = x0
self.P = P0
def predict(self):
self.x = np.dot(self.F, self.x)
self.P = np.dot(np.dot(self.F, self.P), self.F.T) + self.Q
def update(self, z):
y = z - np.dot(self.H, self.x)
S = np.dot(np.dot(self.H, self.P), self.H.T) + self.R
K = np.dot(np.dot(self.P, self.H.T), np.linalg.inv(S))
self.x = self.x + np.dot(K, y)
I = np.eye(self.F.shape[0])
self.P = np.dot(np.dot(I - np.dot(K, self.H), self.P), (I - np.dot(K, self.H)).T) + np.dot(np.dot(K, self.R), K.T)
# 示例
dt = 1.0/60.0
# 状态转移矩阵
F = np.array([[1, dt, 0], [0, 1, dt], [0, 0, 1]])
# 观测矩阵
H = np.array([1, 0, 0]).reshape(1, 3)
# 过程噪声协方差
q = 1e-5
Q = np.array([[q, 0, 0], [0, q, 0], [0, 0, q]])
# 测量噪声协方差
r = 0.01
R = np.array([r]).reshape(1, 1)
# 初始状态
x = np.array([0, 0, 0]).reshape(3, 1)
# 初始协方差矩阵
P = np.diag([100, 100, 100])
kf = KalmanFilter(F=F, H=H, Q=Q, R=R, x0=x, P0=P)
# 生成模拟数据
times = np.arange(0, 10, dt)
n_samples = len(times)
xs = np.zeros((n_samples, 3))
ys = np.zeros((n_samples, 1))
for i in range(n_samples):
t = times[i]
xs[i] = np.array([0.01*t**2, 0.1*t, 10*np.sin(t)])
ys[i] = np.dot(H, xs[i]) + r*np.random.randn()
# 进行卡尔曼滤波
filtered_xs = np.zeros((n_samples, 3))
for i in range(n_samples):
kf.predict()
kf.update(ys[i])
filtered_xs[i] = kf.x.T
# 输出结果
print(filtered_xs)
```
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