由EKF过滤的GPS：过程噪声协方差矩阵Q.

问题描述

下面的代码（matlab）的功能是计算EKF的过程噪声协方差矩阵Q.但我不知道这些方程的方法。有人请帮我解释一下。



谢谢高级！

 Sf = 36; Sg = 0.01; sigma = 5; ％状态转移方差
 Qb = [Sf * T + Sg * T * T * T / 3 Sg * T * T / 2; 
 Sg * T * T / 2 Sg * T]; 
 Qxyz = sigma ^ 2 * [T ^ 3/3 T ^ 2/2; 
 T ^ 2/2 T]; 
 Q = blkdiag（Qxyz，Qxyz，Qxyz，Qb）; 

解决方案

The function of the code (matlab) below is calculating the process noise covariance matrix Q of EKF.But i don't know the method of these equations. Anybody please explain it for me.

Thanks advanced!

Sf = 36;Sg = 0.01;sigma=5;         %state transition variance
Qb = [Sf*T+Sg*T*T*T/3 Sg*T*T/2;
      Sg*T*T/2 Sg*T];
Qxyz = sigma^2 * [T^3/3 T^2/2;
                  T^2/2 T];
Q = blkdiag(Qxyz,Qxyz,Qxyz,Qb);

解决方案

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