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KalmanAdptiveFilter

于 2009-10-23 发布

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说明：卡尔曼滤波器是用前一个估计值和最近一个观察数据估计信号的值，他是用状态方程和递推的方法进行估计，本例用来追踪一个5阶的FIR不确定的滤波器系数。(Kalman filter is to use the previous estimate and the most recent observation data to estimate the value of the signal, he is using the state equation and recursive estimation methods, in this case is used to track a 5-order FIR filter coefficients of uncertainty.)

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KalmanAdptiveFilter

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