The purpose of this paper is to provide a pra ctical introduction to the discrete Kalman fil ter. This introduction includes a description and some discussion of the basic discrete Kalma n filter, a derivation. description and some discussion of the extende d Kalman filter. and a relatively simple (tangible) example wit h real numbers

kalman滤波的仿真
................\kalman.doc
................\kalman1.m
................\kalman2.m

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