kalman_filter

代码说明：

  利用kalman滤波算法对状态空间描述的位移测量系统进行了滤波处理，对系统输出的真实位移、测量位移和滤波位移进行了对比，显示了kalman滤波算法较好的滤波性能。(Displacement measurement system described by the equation of states were filtered by Kalman filter algorithm. The output of the system, including the real displacement, measuring displacement and filtering displacement were compared, and the results showed the great performance of Kalman filter algorithm.)