/*
Q:过程噪声,Q增大,动态响应变快,收敛稳定性变坏
R:测量噪声,R增大,动态响应变慢,收敛稳定性变好
*/
#define KALMAN_Q 0.02
#define KALMAN_R 7.0000
/* 卡尔曼滤波处理 */
static double KalmanFilter(const double ResrcData,double ProcessNiose_Q,double MeasureNoise_R)
{
double R = MeasureNoise_R;
double Q = ProcessNiose_Q;
static double x_last;
double x_mid = x_last;
double x_now;
static double p_last;
double p_mid ;
double p_now;
double kg;
x_mid=x_last; //x_last=x(k-1|k-1),x_mid=x(k|k-1)
p_mid=p_last+Q; //p_mid=p(k|k-1),p_last=p(k-1|k-1),Q=噪声
/*
* 卡尔曼滤波的五个重要公式
*/
kg=p_mid/(p_mid+R); //kg为kalman filter,R 为噪声
x_now=x_mid+kg*(ResrcData-x_mid); //估计出的最优值
p_now=(1-kg)*p_mid; //最优值对应的covariance
p_last = p_now; //更新covariance 值
x_last = x_now; //更新系统状态值
return x_now;
}
C++仿真卡尔曼滤波器
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转载自blog.csdn.net/qq_35353824/article/details/107773591
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