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Title: kalman-filtering Download
 Description: load initial_track s y:initial data,s:data with noise T=0.1 yp denotes the sample value of position yv denotes the sample value of velocity Y=[yp(n) yv(n)] error deviation caused by the random acceleration known data Y=zeros(2,200) Y0=[0 1] Y(:,1)=Y0 A=[1 T 0 1] B=[1/2*(T)^2 T] H=[1 0] C0=[0 0 0 1] C=[C0 zeros(2,2*199)] Q=(0.25)^2 R=(0.25)^2
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initial_track.m
initial_track.mat
kalman.m
readme.txt
    

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