kalm_monte-carlo_simulation

代码说明：

  两种噪声下，卡尔曼滤波的100次Monte Carlo仿真验证，画出了每时刻卡尔曼预测均方根误差和估计均方根误差的Monte Carlo变化曲线(with uniform and Gaussian noise respectively,through 100 Monte Carlo simulations,output thecurves of sampled state prediction variances and estimate variances of kalman filter in each element vs.time step.)