文件名称:kalman_intro
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经典kalman滤波程序，是初学者参考很好的例子-The purpose of this paper is to provide a practical introduction to the discrete Kalman
filter. This introduction includes a descr iption and some discussion of the basic
discrete Kalman filter, a derivation, descr iption and some discussion of the extended
Kalman filter, and a relatively simple (tangible) example with real numbers &
results.
filter. This introduction includes a descr iption and some discussion of the basic
discrete Kalman filter, a derivation, descr iption and some discussion of the extended
Kalman filter, and a relatively simple (tangible) example with real numbers &
results.
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kalman_intro.m