基于卡尔曼滤波的交通流预测 带数据
代码说明:
%卡尔曼滤波原理 % x = Ax + Bu + w meaning the state vector x evolves during one time % step by premultiplying by the "state transition % matrix" A. There is optionally (if nonzero) an input % vector u which affects the state linearly, and this % linear effect on the state is represented by % premultiplying by the "input matrix" B. There is also % gaussian process noise w. % z = Hx + v meaning the observation vector z is a linear function % of
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