kalman-filtering-algorithm

代码说明：

  kalman滤波的经典例程，对于学习和指导使用kalman滤波非常有帮助，还附有Kalman最经典的论文A New approach to Linear filtering and prediction problems以及非线性系统确定采样型滤波算法综述2012控制与决策(kalman filtering classic routines, learning and guidance for using kalman filter is very helpful, but also with Kalman most classic treatise A New approach to Linear filtering and prediction problems and nonlinear systems reviewed to determine the sample type filter algorithm 2012 Control and Decision)