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particle-filter

于 2011-02-14 发布 文件大小:1KB
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  粒子滤波算法;粒子滤波算法源于Montecarlo的思想,即以某事件出现的频率来指代该事件的概率。因此在滤波过程中,需要用到概率如P(x)的地方,一概对变量x采样,以大量采样的分布近似来表示P(x)。因此,采用此一思想,在滤波过程中粒子滤波可以处理任意形式的概率,而不像Kalman滤波只能处理高斯分布的概率问题。他的一大优势也在于此。(these codes are particle filter resources codes which solve non-linear estimation problems.I wish that it is helpful to some people.I am glad to share it with others. )

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