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KalmanFilter

于 2010-08-26 发布 文件大小:1KB
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  this is matlab code for estimating the static linear system(system function is time variable) with Kalman Filter. this program is written by matlab 7.0. Here we want to estimate the below function: this is matlab code for estimating the static linear system(system function is time variable) with Recursive Least Squre and 2 solutions for better result. 1- using the Covariance Matrix Reseting in a specefic time. 2-using the RLS with Forget Factor this program is written by matlab 7.0. Here we want to estimate the below function: 1-u^2+(1+tansig(0.1*(t-375)))*u^3+u^5+3*u^7 finally,there are plots for showing results.

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