KalmanMatlab
于 2010-05-09 发布
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稳态kalman滤波算法仿真通式 本程序考虑线性离散时不变随机系统。系统模型为x(t+1)=fai*x(t)+gama*w(t) y(t)=H(t)*x(t)+v(t)。有6个参数：状态转移阵fai，输入噪声系数gama，观测阵H，输入 噪声方差Q，观测噪声方差R，观测y( Steady-state kalman filtering algorithm simulation program to consider the general form linear discrete time-invariant stochastic system. System model x (t+1) = fai* x (t)+ gama* w (t) y (t) = H (t)* x (t)+ v (t). There are six parameters: state transition matrix fai, input noise figure gama, observation matrix H, enter noise variance Q, observation noise variance R, observation y)
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