function data = kalmanFilter2()
t = 1:628;
Z = square(t/50,50);
Z = Z+1.4;
Z = Z*80;
ZZ = randn(1,628);
ZZ = ZZ * 10;
Z = Z+ZZ;
% plot(Z);
data = zeros(1,628);
Q = 0.1;
R = 1;
X_last = 0;
P_last = 1;
Dx = 0;
for i=1:628
X_ = X_last;%预测
% X_ = X_last+(X_last-X_last)*0.05;%预测
P_ = P_last +Q;%预测协方差
Kg = P_/(P_+R);%卡尔曼增益
% Kg=0.01667;
X = X_+Kg*(Z(i)-X_);%估算最优值
P = (1-Kg)*P_;
Dx = X_last;%%保存t-1时刻的X-
P_last = P;
X_last = X;
data(i) = X;
end
plot(t,data,t,Z);
