%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% testfile for discrete kalman filtering %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
0001 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% 0002 % testfile for discrete kalman filtering 0003 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% 0004 0005 clear all; 0006 close all; 0007 0008 e2e2ao 0009 dkalman_matrices 0010 [X1, X2, X3] = ltpda_dkalman(PHI,Bd,H,0,Q,R,P0,x0,X1,X12,Fsus) 0011 0012 figure;plot(X1) 0013 plot(X3) 0014 0015 psdX3 = ltpda_pwelch(X3,'Nolap') 0016 figure;plot(psdX3) 0017 0018 0019