Kalman filtering is a special case of Bayesian filtering, which takes the minimum mean square error as the best criterion on the premise of linear filtering. Estimating linear Gauss model is an optimization method for linear model and Gauss distribution.

Filename	Size	Update
卡尔曼滤波算法经典\kalman.m	2793	2006-01-19
卡尔曼滤波算法经典\kuozhankalman.m	5996	2006-02-10
卡尔曼滤波算法经典	0	2019-06-16

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