www.pudn.com > strong-tracking-filter.rar > basic_Q.m, change:2010-10-09,size:541b


function Q=basic_Q(alpha,T) 
% 求过程噪声协方差时用到的中间矩阵 
q11=(1-exp(-2*alpha*T)+2*alpha*T+2*alpha^3*T^3/3-2*alpha^2*T^2-4*alpha*T*exp(-alpha*T))/(2*alpha^5); 
q12=(exp(-2*alpha*T)+1-2*exp(-alpha*T)+2*alpha*T*exp(-alpha*T)-2*alpha*T+alpha^2*T^2)/(2*alpha^4); 
q13=(1-exp(-2*alpha*T)-2*alpha*T*exp(-alpha*T))/(2*alpha^3); 
q22=(4*exp(-alpha*T)-3-exp(-2*alpha*T)+2*alpha*T)/(2*alpha^3); 
q23=(exp(-2*alpha*T)+1-2*exp(-alpha*T))/(2*alpha^2); 
q33=(1-exp(-2*alpha*T))/(2*alpha); 
Q=[ q11,q12,q13;q12,q22,q23;q13,q23,q33];  %过程噪声协方差