卡爾曼濾波在單片機(jī)上的使用

#ifndef _KALMAN_H_
#define _KALMAN_H_

extern KalmanGain;// 卡爾曼增益
extern EstimateCovariance;//估計(jì)協(xié)方差
extern MeasureCovariance;//測(cè)量協(xié)方差
extern EstimateValue;//估計(jì)值
extern void KalmanFilterInit(void);
extern KalmanFilter( Measure);
#endif

#include "config.h"
#include "math.h"

KalmanGain;// 卡爾曼增益
EstimateCovariance;//估計(jì)協(xié)方差
MeasureCovariance;//測(cè)量協(xié)方差
EstimateValue;//估計(jì)值

void KalmanFilterInit(void);

extern float KalmanFilter(float Measure);

void KalmanFilterInit(void)
{
EstimateValue=0;

EstimateCovariance=0.1;
MeasureCovariance=0.02;

}

KalmanFilter( Measure)
{

//計(jì)算卡爾曼增益
KalmanGain=EstimateCovariance*sqrt(1/(EstimateCovariance*EstimateCovariance+MeasureCovariance*MeasureCovariance))；

//計(jì)算本次濾波估計(jì)值
EstimateValue=EstimateValue+KalmanGain*（Measure-EstimateValue）；
//更新估計(jì)協(xié)方差

EstimateCovariance=sqrt(1-KalmanGain)*EstimateCovariance;
//更新測(cè)量方差
MeasureCovariance=sqrt(1-KalmanGain)*MeasureCovariance;
//返回估計(jì)值
return EstimateValue;
}