用MATLAB仿真实现卡尔曼滤波器，仿真效果非常好。
资 源 简 介
用MATLAB仿真实现卡尔曼滤波器，仿真效果非常好。-MATLAB simulation Kalman filter, the simulation results is very good.
文 件 列 表
Kalman_matlab
README
AR_to_SS.m
block.m
convert_to_lagged_form.m
em_converged.m
ensure_AR.m
eval_AR_perf.m
gauss.m
gaussian_prob.m
gaussplot.m
gsamp.m
kalman_filter.m
kalman_smoother.m
kalman_update.m
learning_demo.m
learn_AR.m
learn_AR_diagonal.m
learn_kalman.m
normal_coef.m
rand_psd.m
sample_lds.m
smooth_update.m
SS_to_AR.m
tracking_demo.m
