《卡尔曼滤波原理及应用-MATLAB仿真》程序-4.4

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% 程序说明：目标跟踪程序，实现运动弹头对运动物体的三维跟踪，主函数% 状态方程： x(t)=Ax(t-1)+Bu(t-1)+w(t）% 详细原理介绍及中文注释请参考：% 《卡尔曼滤波原理及应用-MATLAB仿真》，电子工业出版社，黄小平著。%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%function main%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%delta_t=0.01;longa=10000;tf=3.7; T=tf/delta_t;F=[eye(3),delta_t*eye(3),(exp(-1*longa*delta_t)+...longa*delta_t-1)/longa^2*eye(3);zeros(3),eye(3),(1-exp(-1*longa*delta_t))/longa*eye(3);zeros(3),zeros(3),exp(-1*longa*delta_t)*eye(3)]; G=[-1*0.5*delta_t^2*eye(3);-1*delta_t*eye(3);zeros(3)]; N=3; for i=1:50x=zeros(9,T); x(:,1)=[3500,1500,1000,-1100,-150,-50,0,0,0]';ex=zeros(9,T); ex(:,1)=[3000,1200,960,-800,-100,-100,0,0,0]';cigema=sqrt(0.1); w=[zeros(6,T);cigema*randn(3,T)];Q=[zeros(6),zeros(6,3);zeros(3,6),cigema^2*eye(3)]; z=zeros(2,T);z(:,1)=[atan( x(2,1)/sqrt(x(1,1)^2+x(3,1)^2) ), atan(-1*x(3,1)/x(1,1))]';v=zeros(2,T);for k=2:T-3tgo=tf-k*0.01+0.0000000000000001;c1=N/tgo^2;c2=N/tgo;c3=N*(exp(-longa*tgo)+longa*tgo-1)/(longa*tgo)^2;u(1,k-1)=[c1,c2,c3]*[x(1,k-1),x(4,k-1),x(7,k-1)]';u(2,k-1)=[c1,c2,c3]*[x(2,k-1),x(5,k-1),x(8,k-1)]';u(3,k-1)=[c1,c2,c3]*[x(3,k-1),x(6,k-1),x(9,k-1)]';x(:,k)=F*x(:,k-1)+G*u(:,k-1)+w(:,k-1);d=sqrt(x(1,k)^2+x(2,k)^2+x(3,k)^2);D=[d,0;0,d];R=inv(D)*0.1*eye(2)*inv(D)';v(:,k)=sqrtm(R)*randn(2,1);z(:,k)=[atan( x(2,k)/sqrt(x(1,k)^2+x(3,k)^2) ), ...atan(-1*x(3,k)/x(1,k))]'+v(:,k); endP0=[10^4*eye(6),zeros(6,3);zeros(3,6),10^2*eye(3)];eP0=P0;stop=0.5/0.01;span=1/0.01;for k=2:T-3dd=sqrt(ex(1,k-1)^2+ex(2,k-1)^2+ex(3,k-1)^2);DD=[dd,0;0,dd];RR=0.1*eye(2)/(DD*DD');tgo=tf-k*0.01+0.0000000000000001;c1=N/tgo^2;c2=N/tgo;c3=N*(exp(-longa*tgo)+longa*tgo-1)/(longa*tgo)^2;u(1,k-1)=[c1,c2,c3]*[ex(1,k-1),ex(4,k-1),ex(7,k-1)]';u(2,k-1)=[c1,c2,c3]*[ex(2,k-1),ex(5,k-1),ex(8,k-1)]';u(3,k-1)=[c1,c2,c3]*[ex(3,k-1),ex(6,k-1),ex(9,k-1)]';[ex(:,k),eP0]=ekf(F,G,Q,RR,eP0,u(:,k-1),z(:,k),ex(:,k-1));endfor t=1:T-3Ep_ekfx(i,t)=sqrt((ex(1,t)-x(1,t))^2);Ep_ekfy(i,t)=sqrt((ex(2,t)-x(2,t))^2);Ep_ekfz(i,t)=sqrt((ex(3,t)-x(3,t))^2);Ep_ekf(i,t)=sqrt( (ex(1,t)-x(1,t))^2+(ex(2,t)-x(2,t))^2+(ex(3,t)-x(3,t))^2 );Ev_ekf(i,t)=sqrt( (ex(4,t)-x(4,t))^2+(ex(5,t)-x(5,t))^2+(ex(6,t)-x(6,t))^2 );Ea_ekf(i,t)=sqrt( (ex(7,t)-x(7,t))^2+(ex(8,t)-x(8,t))^2+(ex(9,t)-x(9,t))^2 );endfor t=1:T-3error_x(t)=mean(Ep_ekfx(:,t));error_y(t)=mean(Ep_ekfy(:,t));error_z(t)=mean(Ep_ekfz(:,t));error_r(t)=mean(Ep_ekf(:,t));error_v(t)=mean(Ev_ekf(:,t));error_a(t)=mean(Ea_ekf(:,t));endendt=0.01:0.01:3.67;figurehold on;box on;grid on;plot3(x(1,:),x(2,:),x(3,:),'-k.')plot3(ex(1,:),ex(2,:),ex(3,:),'-r.','MarkerFace','r')legend('real','ekf');view(3)title('position')figurehold on;box on;grid on;plot(t,error_r,'b');xlabel('飞行时间/s');ylabel('弹目相对距离估计误差/m');figurehold on;box on;grid on;plot(t,error_v,'b');xlabel('飞行时间/s');ylabel('速度估计误差m/s');%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%function [ex,P0]=ekf(F,G,Q,R,P0,u,z,ex)Xn=F*ex+G*u;Zn=[atan( Xn(2)/sqrt(Xn(1)^2+Xn(3)^2) ),atan(-1*Xn(3)/Xn(1))]';P=F*P0*F'+Q;dh1_dx=-1*Xn(1)*Xn(2)/(Xn(1)^2+Xn(2)^2+Xn(3)^2)/sqrt(Xn(1)^2+Xn(3)^2);dh1_dy=sqrt(Xn(1)^2+Xn(3)^2)/(Xn(1)^2+Xn(2)^2+Xn(3)^2);dh1_dz=-1*Xn(2)*Xn(3)/(Xn(1)^2+Xn(2)^2+Xn(3)^2)/sqrt(Xn(1)^2+Xn(3)^2);dh2_dx=Xn(3)/(Xn(1)^2+Xn(3)^2);dh2_dy=0;dh2_dz=-1*Xn(1)/(Xn(1)^2+Xn(3)^2);H=[dh1_dx,dh1_dy,dh1_dz,0,0,0,0,0,0;dh2_dx,dh2_dy,dh2_dz,0,0,0,0,0,0];K=P*H'/(H*P*H'+R);ex=Xn+K*(z-Zn);P0=(eye(9)-K*H)*P;%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

结果：