Learning the Kalman Filter

版本 1.0.0.0 (2.8 KB) 作者: Michael Kleder
Basic Kalman filter, heavily commented, for beginners to Kalman filtering.
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更新时间 2005/10/12

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When I first studied Kalman filtering, I saw many advanced signal processing submissions here at the MATLAB Central File exchange, but I didn't see a heavily commented, basic Kalman filter present to allow someone new to Kalman filters to learn about creating them. So, a year later, I've written a very simple, heavily commented discrete filter.

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Michael Kleder (2026). Learning the Kalman Filter (https://ww2.mathworks.cn/matlabcentral/fileexchange/5377-learning-the-kalman-filter), MATLAB Central File Exchange. 检索时间: .

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