自适应卡尔曼滤波实例
时间: 2023-09-13 16:08:58 浏览: 141
自适应卡尔曼滤波实例,MATLAB
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当然,我可以为您提供一个自适应卡尔曼滤波的实例。
自适应卡尔曼滤波(Adaptive Kalman Filter)是一种改进的卡尔曼滤波算法,它可以在系统模型不完全准确或者噪声统计特性未知的情况下进行估计。下面是一个简单的自适应卡尔曼滤波的示例代码:
```python
import numpy as np
class AdaptiveKalmanFilter:
def __init__(self, initial_state, initial_covariance, process_noise, measurement_noise):
self.state = initial_state
self.covariance = initial_covariance
self.process_noise = process_noise
self.measurement_noise = measurement_noise
def predict(self, control_input=None):
if control_input is not None:
self.state = np.dot(control_input, self.state)
self.covariance = np.dot(np.dot(control_input, self.covariance), control_input.T) + self.process_noise
return self.state, self.covariance
def update(self, measurement, measurement_matrix):
innovation = measurement - np.dot(measurement_matrix, self.state)
innovation_covariance = np.dot(np.dot(measurement_matrix, self.covariance), measurement_matrix.T) + self.measurement_noise
kalman_gain = np.dot(np.dot(self.covariance, measurement_matrix.T), np.linalg.inv(innovation_covariance))
self.state = self.state + np.dot(kalman_gain, innovation)
self.covariance = np.dot((np.eye(len(self.state)) - np.dot(kalman_gain, measurement_matrix)), self.covariance)
return self.state, self.covariance
# 示例用法
initial_state = np.array([0, 0])
initial_covariance = np.eye(2)
process_noise = np.eye(2) * 0.1
measurement_noise = np.eye(2) * 0.1
filter = AdaptiveKalmanFilter(initial_state, initial_covariance, process_noise, measurement_noise)
# 预测步骤
control_input = np.array([[1, 0], [0, 1]]) # 控制输入,例如外部观测到的运动状态
predicted_state, predicted_covariance = filter.predict(control_input)
print("Predicted State:", predicted_state)
print("Predicted Covariance:", predicted_covariance)
# 更新步骤
measurement = np.array([1, 1]) # 测量值
measurement_matrix = np.eye(2) # 测量矩阵,将状态空间映射到测量空间
updated_state, updated_covariance = filter.update(measurement, measurement_matrix)
print("Updated State:", updated_state)
print("Updated Covariance:", updated_covariance)
```
这是一个简单的自适应卡尔曼滤波的实例,可以用于状态估计和滤波问题。您可以根据实际情况调整初始状态、过程噪声和测量噪声的值,以及预测和更新步骤中的控制输入和测量值。
请注意,这只是一个示例,并且可能需要根据您的具体问题进行适当修改。希望对您有所帮助!如果您有任何其他问题,请随时提问。
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