[分享] 测试卡尔曼滤波器(Kalman Filter)

真实的温度测试数据，通过加热棒加热一盆水测得的真实数据，X轴是时间秒，Y轴是温度：

1）滤波前

2）滤波后（p=10, q=0.0001, r=0.05, kGain=0;）

2）滤波后（p=10, q=0.00001, r=1, kGain=0;），Y轴放大10倍并取整

。

相关C语言代码：

#define LINE 1024

static float prevData=0; 
static float p=10, q=0.0001, r=0.05, kGain=0;

float kalmanFilter(float inData) 
{

    p = p+q; 
    kGain = p/(p+r);

    inData = prevData+(kGain*(inData-prevData)); 
    p = (1-kGain)*p;

    prevData = inData;

    return inData; 
}

char *ReadData(FILE *fp, char *buf) 
{ 
    return fgets(buf, LINE, fp); 
}

int main() 
{ 
    FILE *fp, *fp2; 
    char *p, *buf; 
    size_t len = 0; 
    ssize_t read; 
    float inData[1000]; 
    float outData[1000]; 
    uint32_t i,cnt=0;

    fp = fopen("d2.txt", "r"); 
    if (fp==NULL) 
        exit(1); 

    buf = (char*)malloc(LINE*sizeof(char)); 
    p=ReadData(fp, buf);

    while(p) { 
        inData[cnt]=atof(p); 
        cnt++; 
        p=ReadData(fp,buf); 
    }

    fclose(fp);

    for(i=0;i<cnt;i++)
        outData=kalmanFilter(inData); 
    }

    fp2 = fopen("d3.txt", "w"); 
    for(i=0;i<cnt;i++)
        fprintf(fp2, "%f\n",outData); 
    } 
    fclose(fp2);

}

d2 = load('d2.txt'); 
plot(d2); 

prevData=0.0; 
p=10; 
q=0.0001; 
r=0.05; 
kGain=0; 
outData=[];

for i=1:length(d2) 
p=p+q; 
kGain=p/(p+r); 
temp=d2(i); 
temp=prevData+(kGain*(temp-prevData)); 
p=(1-kGain)*p; 
prevData=temp; 
outData(i)=temp; 
end

plot(outData);