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LearningtheKalmanFilter

于 2007-09-09 发布 文件大小:3KB
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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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