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Kalman-Track-filter

于 2011-12-21 发布文件大小:1KB

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带高斯白噪声的Kalman滤波Matlab代码，每一步都有详细的注释，和kalman滤波的五个公式对应。并有高斯白噪声的产生函数，function G = CreateGauss(E,D,M,N) 产生均值为E,方差为D,MxN的高斯白噪声矩阵(The Matlab code of Kalman filter with Gaussian white noise.)

文件列表：

KF滤波
......\CreateGauss.m,227,2011-12-14
......\KF.m,1657,2011-12-20

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Kalman-Track-filter

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