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- x(:,i+1) = F*x(:,i)+Gamma*randn(size(Gamma,2),1)*sigma_w*0; % True system dynamics
- %% ====================================================
- %% Prediction
- %% ====================================================
- Y_n = inv(F*inv(Y_p)*F' + Gamma*Q*Gamma');
- L = Y_n*F*inv(Y_p);
- y_n = L*y_p(:,i);
- x_ = inv(Y_n)*y_n;
- y_p(:,i+1) = y_n;
- Y_p = Y_n;
- for j = 1:ns %2 sensors
- %% ====================================================
- %% Measurement generation
- %% ====================================================
- z{j}(:,i+1) = fn_hx(xr{j},yr{j},x(:,i+1)) + diag(randn(size(sigma_v{j},1),1))*sigma_v{j};
- z{j}(:,i+1) = angle_manipulation(z{j}(:,i+1));
- %Linearize H at x_priori
- H{j} = fn_JH(xr{j},yr{j},x_);
- %% ====================================================
- %% Estimation
- %% ====================================================
- ik = H{j}'*inv(R{j})*z{j}(:,i+1);
- Ik = H{j}'*inv(R{j})*H{j};
- %assimilation of information
- y_p(:,i+1) = y_p(:,i+1) + ik;
- Y_p = Y_p + Ik;
- endfor
- YStore(i) = norm(Y_p);
- xp{1}(:,i+1) = inv(Y_p)*y_p(:,i+1);
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