Kalman filter

代码说明：

  假设一个点目标在x，y平面上绕单位圆做圆周运动，由于外界干扰，其运动轨迹发生了偏移。其中，x方向的干扰为均值为0，方差为0.05的高斯噪声；y方向干扰为均值为0，方差为0.06的高斯噪声。 已设计一FIR维纳滤波器，选择Kalman滤波器进行滤波处理，确定最佳传递函数，并用该滤波器处理观测信号，得到其最佳估计。(Assume that a point target moves circularly around the unit circle in the x, y plane, and its movement trajectory shifts due to outside interference. Among them, the interference in the x direction is Gaussian noise with a mean of 0 and a variance of 0.05; the y-direction interference is Gaussian noise with a mean of 0 and a variance of 0.06. An FIR Wiener filter has been designed. The Kalman filter is selected for filtering, the best transfer function is determined, and the filter is used to process the observed signal to obtain the best estimate.)