Info
此问题已关闭。 请重新打开它进行编辑或回答。
How can i coding the residual sequence over a time window ?
2 次查看(过去 30 天)
显示 更早的评论
Hi,
I have this EKF Equation.
PMinus(:,:,i) = A(:,:,i)*P(:,:,i)*A(:,:,i)'+ Q(:,:,i);
xhat(:,:,i+1) = Fs(xhat(:,:,i),u(:,:,i),wp(:,:,i),dt);
K(:,:,i) = PMinus(:,:,i)*H'*(H*PMinus(:,:,i)*H'+R)^-1;
xhat(:,:,i+1) = xhat(:,:,i+1)+K(:,:,i)*(y(:,:,i+1)-H*xhat(:,:,i+1));
P(:,:,i+1) = (eye(4)-K(:,:,i)*H)*P(:,:,i);
and I apply Detection decision function (test statistic)
Lam(:,:,i)=(y(:,:,i)-xhat(1:3,:,i))'*((H*PMinus(:,:,i)*H'+R)^1)* (y(:,:,i)-xhat(1:3,:,i));
The detection is constructed using only a single sample of the residual (y-xhat). How can i coding the residual sequence over a time window ?
0 个评论
回答(0 个)
此问题已关闭。
另请参阅
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!