kalman

代码说明：

  卡尔曼滤波的源程序，卡尔曼滤波是以最小均方误差为估计的最佳准则，来寻求一套递推估计的算法。它适合于实时处理和计算机运算。 (Kalman filtering of source code, Kalman filter based on minimum mean square error for estimating the best criteria to search for a recursive estimation algorithm. It is suitable for real-time processing and computing.)