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http://bilgin.esme.org/BitsAndBytes/KalmanFilterforDummies
C#代码:
1 double[] Data = new double[] { 0.39, 0.50, 0.48, 0.29, 0.25, 0.32, 0.34, 0.48, 0.41, 0.45 }; 2 private void kalman() 3 { 4 sb = new StringBuilder(); 5 for(int j=0;j<50;j++) 6 for (int i = 0; i < Data.Length; i++) 7 { 8 double k = lp / (lp + 0.1); 9 double x = lx + k * (Data[i] - lx); 10 double p = (1 - k) * lp; 11 sb.Append(string.Format("{0}: {1:F3}; {2:F3}; {3:F3} \n", i, Data[i], x, p)); 12 richTextBox1.BeginInvoke(new EventHandler(delegate 13 { 14 richTextBox1.Text = sb.ToString(); 15 richTextBox1.SelectionStart = richTextBox1.TextLength; 16 richTextBox1.ScrollToCaret(); 17 })); 18 Thread.Sleep(1000); 19 lx = x; 20 lp = p; 21 } 22 }
经多次迭代,p值得到很好收敛,是不是很简单,但实际使用还需要完善模型,调整速度、加速度、测量噪声等参数!
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原文地址:http://www.cnblogs.com/xrll/p/5931983.html