[labfans]

Author: Michael Kleder
Summary: Basic Kalman filter, heavily commented, for beginners to Kalman filtering.
MATLAB Release: R11.1
Description: 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.

作者:Michael Kleder
摘要:基本卡曼滤波器,很好的注释,适合卡曼滤波器初学者。
描述:当我初次学习卡曼滤波器时,我发现Matlab程序交流中心有很多很好的信号处理程序,但是却没有看到一个有注释的基本卡曼滤波器来帮助初学者设计。所以一年后我写了这个简单的，有很重注释的离散滤波器。