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System state and x=u, dynamic position, velocity/ Newtons law:lk=l4-1+l·△t xk is the state at time k Soxx= Axk_+o, where A k-l hence a is the motion model Q is system noise(by wind) K Li]1o 1t Z is measurement on the Ax+O du =-= velocit radar screen d t R is measurement noise Assume u>>h.soZ≈l Rad SFMKalman Vga screSystem state and dynamic • xk is the state at time k – xk=A*xk-1 – A is the motion model – Q is system noise (by wind) • Z is measurement on the radar screen, – R is measurement noise – Assume u>>h, so Zu SFM Kalman V9a 6 Ax Q Q u t u u u x t A x Ax Q where u u u t [position, velocity] u u dt du x u k k k k k k k k k k T T T = + +             =      =        = = + = +  = =       = − − − − − 1 1 1 1 1 0 1 1 ,hence 0 1 1 So , Newtons' law : , [ , ]     u = position z Radar screen velocity dt du u = = h
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