文件名称:TheKalmanFilterLearningToolexmple
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很全的国外书籍介绍kalman滤波，其中对状态方程以及测量方程都做了详细介绍，以及增益滤波-Book is full of foreign kalman filter, in which the state equation and measurement equation are described in detail, and gain filtering, etc.
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The Kalman Filter Learning Toolexmple.pdf