- Category:
- Other systems
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-
- File Size:
- 1kb
- Update:
- 2017-12-14
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- Uploaded by:
- 吕照玉
Description: The existing sampled data is filtered based on Kalman filter, which can effectively reduce the error of the observed value. Kalman filtering is a time domain method. It introduces the concept of state space into the theory of stochastic estimation, and uses state equation, observation equation and noise excitation to estimate noise. It is easy for real-time applications.
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File list (Check if you may need any files):
| Filename | Size | Date |
|---|
| RSSI.txt | 3053 | 2017-09-27
|
| testKal.m | 453 | 2017-11-27
|
| Kalman.m | 447 | 2017-09-27 |
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