OSE_Code

代码说明：

  《Optimal State Estimation - Kalman, H Infinity, and Nonlinear Approaches》 一书的配套源码，包括了Kalman Filter、Hinf Filter、Particle Filter等的Matlab源码(《Optimal State Estimation- Kalman, H Infinity, and Nonlinear Approaches》source code，including Matlab code of Kalman Filter、Hinf Filter、Particle Filter.)

文件列表：

Code
....\Ex1-2_MotorSim.m
....\Ex1-3_LinearSimEx1.m
....\Ex10-1_Multiple.m
....\Ex10-2_Reduced.m
....\Ex10-3_Schmidt.m
....\Ex10-4_Robust.m
....\Ex11-2_HinfEx1a.m
....\Ex11-2_HinfEx1b.m
....\Ex11-3_HinfContEx1a.m
....\Ex11-3_HinfContEx1b.m
....\Ex12-1_AddHinfEx1.m
....\Ex12-2_AddHinfEx3.m
....\Ex12-3_AddHinfConstr.m
....\Ex12-3_AddHinfConstrMonte.m
....\Ex13-1_MotorKalman.m
....\Ex13-2_ExtendedBody.m
....\Ex13-2_HybridBody.m
....\Ex13-3_Hybrid2.m
....\Ex13-4_Parameter.m
....\Ex14-1_UnscentedEx.m
....\Ex14-2_HybridUKF.m
....\Ex15-1_ParticleEx1.m
....\Ex15-2_ParticleEx2.m
....\Ex15-3_ParticleEx3.m
....\Ex15-4_ParticleEx4.m
....\Ex15-5_ParticleEx5.m
....\Ex3-5_Chemical.m
....\Ex5-1_DiscreteKFEx1.m
....\Ex5-2_DiscreteKFAlt.m
....\Ex5-3_DiscreteKFEx2.m
....\Ex5-3_DiscreteKFEx2Plot.m
....\Ex7-12_KalmanConstrained.m
....\Ex7-1_Correlated.m
....\Ex7-2_Colored.m
....\Ex8-4_ContEx.m
....\Ex9-1_FixPtSmooth.m
....\Ex9-2_FixLagSmooth.m
....\Ex9-3_FixIntSmooth.m
....\House1.m
....\MGS.m