www.gusucode.com > control 案例程序 matlab源码代码 > control/SpecifyJacobiansForStateAndMeasurementFunctionsExample.m
%% Specify Jacobians for State and Measurement Functions % Create an extended Kalman filter object for a van der Pol oscillator with % two states and one output. Use the previously written and saved state % transition and measurement functions, |vdpStateFcn.m| and % |vdpMeasurementFcn.m|. % Specify the initial state values for the two states as [2;0]. obj = extendedKalmanFilter(@vdpStateFcn,@vdpMeasurementFcn,[2;0]); %% % The extended Kalman filter algorithm uses Jacobians of the state % transition and measurement functions for state estimation. % You write and save the Jacoban functions and provide them as function % handles to the object. In this example, use the previously written and % saved functions |vdpStateJacobianFcn.m| and |vdpMeasurementJacobianFcn.m|. obj.StateTransitionJacobianFcn = @vdpStateJacobianFcn.m; obj.MeasurementJacobianFcn = @vdpMeasurementJacobianFcn; %% % Note that if you do not specify the Jacobians of the functions, the % software numerically computes the Jacobians. This numerical computation % may result in increased processing time and numerical inaccuracy of the % state estimation.