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Vladislav Basimov edited text_MATLAB_begin_verbatim_clear__.tex
almost 8 years ago
Commit id: b385fb1ead24c7c01cf9251c9c74d59df4c1cf05
deletions | additions
diff --git a/text_MATLAB_begin_verbatim_clear__.tex b/text_MATLAB_begin_verbatim_clear__.tex
index 8b79767..5175e2b 100644
--- a/text_MATLAB_begin_verbatim_clear__.tex
+++ b/text_MATLAB_begin_verbatim_clear__.tex
...
for t=1:(N-1)
x(t+1)=(a*x(t)+sin(t)*t)+normrnd(0,sigmaPsi)
y(t+1)=b*x(t+1)+normrnd(0,sigmaEta) %add error on current measurement
%chop
if y(t+1) >= Value
y(t+1) = Value;
elseif y(t+1) <= -Value
y(t+1) = -Value;
end
eOpt(t+1)=sqrt((sigmaEta^2)*(eOpt(t)^2+sigmaPsi^2)/(sigmaEta^2+eOpt(t)^2+sigmaPsi^2));
K(t+1)=(eOpt(t+1))^2/sigmaEta^2;
xOpt(t+1)=(a*xOpt(t)+sin(t)*t)*(1-K(t+1))+K(t+1)*y(t+1)
%chop
if xOpt(t+1) >= Value
xShow(t+1) = Value
elseif xOpt(t+1) <= -Value
xShow(t+1) = -Value
else
xShow(t+1)= xOpt(t+1);
end
end;
plot(k,x,k,y,k,xShow) plot(k,x,k,y,k,xOpt)
\end{verbatim}