KalmanFilter
logistic2.m
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1 clear all;
2 addpath('..');
3 addpath('../../discrete_discrete');
4 addpath('../../discrete_discrete/examples');
5 
6 logistic;
7 close all;
8 
9 ensemble_size = 5;
10 next_func = @(x) next_func(x,0);
11 
12 [estimates_enkf,covariances_enkf] = enkf_stochastic(next_func,state_count,sensor_count,...
13  outputs,ensemble_size,C,R_d,Q_d,P_0,x_0, measurements);
14 
15 h = figure;
16 hold on;
17 plot(0:dt:(100-1)*dt,measurements(1:100),'LineWidth',2);
18 plot(0:dt:(100-1)*dt,process_noise_data(1:100),'LineWidth',2);
19 plot(0:dt:(100-1)*dt,estimates_enkf(1:100),'LineWidth',2);
20 legend('Measurement','Real data','Estimate');
21 xlabel('Time')
22 ylabel('Population')
function enkf_stochastic(in func, in state_count, in sensor_count, in measurement_count, in ensemble_size, in C, in R, in Q, in P_0, in x_0, in measurements)