LearningtheKalmanFilter

代码说明：

  When I first studied Kalman filtering, I saw many advanced signal processing submissions here at the MATLAB Central File exchange, but I didn t see a heavily commented, basic Kalman filter present to allow someone new to Kalman filters to learn about creating them. So, a year later, I ve written a very simple, heavily commented discrete filter.

文件列表：

学习卡尔曼滤波编程.txt