文件名称:kalman
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设一个系统的真实值为余弦函数,加入的系统过程噪声和测量噪声都满足正态分布,状态方程和量测方程都是线性的,用卡尔曼滤波求出最优结果-Set up a system of real value cosine function, the process of adding system noise and measurement noise are normally distributed, the state equation and measurement equation is linear, the best results obtained with the Kalman filter
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kalman.m