Description: Kalman filter KalmanGain = EstimateCovariance* sqrt (1/(EstimateCovariance* EstimateCovariance+ MeasureCovariance* MeasureCovariance))
//Calculate the estimated value of this filter
EstimateValue = EstimateValue+ KalmanGain* (Measure- EstimateValue)
//Update the covariance
EstimateCovariance = sqrt (1- KalmanGain)* EstimateCovariance
//Update the measurement variance
MeasureCovariance = sqrt (1- KalmanGain)* MeasureCovariance
//Returns the estimated value
return EstimateValue
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说明.txt