【信号去噪】基于卡尔曼滤波KF实现信号去噪附matlab代码.zip

clear all dt = 0.2; t = 0:dt:10; Nsamples = length(t); Xsaved = zeros(Nsamples, 3); Zsaved = zeros(Nsamples, 1); for k=1:Nsamples z = GetVolt(); [volt Cov Kg] = SimpleKalman2(z); Xsaved(k,:) = [ volt Cov Kg ]; Zsaved(k) = z; end figure plot(t, Xsaved(:,1), 'o-') hold on plot(t, Zsaved, 'r:*') xlabel('Time [sec]') ylabel('Voltage [V]') legend('Kalman Filter', 'Measurements') figure plot(t, Xsaved(:,2), 'o-') xlabel('Time [sec]') ylabel('P') figure plot(t, Xsaved(:,3), 'o-') xlabel('Time [sec]') ylabel('K')