用一观测器从t=1秒开始对一个运动目标的距离进行连续地跟踪测量，假设观测的间隔为一秒钟，雷达到运动目标之间的距离为S(t)（1） 统计特性的初值为

（2）观测误差是与和均不相关的白噪声序列，并且有

（3）观测数据存放在附加的文件中（单位：m）。

要求：分析上述对象，建立系统模型，构造卡尔曼滤波器，编程计算，求：

　　（1） 距离S(t)的最佳估计及估计误差，



　　（2） 距离S(t-5)的最佳平滑及估计误差，

　　（3） 距离S(t+5)的最佳预测及估计误差，

　　（4） 对结果进行分析讨论。

-By one observer from the t = 1 PST on a moving target tracking for distance measurement, assuming that the observation interval is one second, the radar that the distance between the moving target for the S (t) (1) the statistical characteristics of the initial condition (2) observational error is not associated with white noise sequence, and (3) observational data stored in the attached document (unit: m). Requirements: Analysis of the above-mentioned object, the establishment of the system model, constructed Kalman filter, programming terms, seeking: (1) distance from S (t) the best estimate and the estimation error, (2) distance from S (t-5) the most good smoothing and estimation error, (3) distance from S (t+ 5) the best prediction and estimation error, (4) the results analyzed and discussed.