kalman-simulation
代码说明：
The purpose of this paper is to provide a practical introduction to the discrete Kalman filter. This introduction includes a description and some discussion of the basic discrete Kalman filter, a derivation, description and some discussion of the extended Kalman filter, and a relatively simple (tangible) example with real numbers & results.(The purpose of this paper is to provide a pra ctical introduction to the discrete Kalman fil ter. This introduction includes a description and some discussion of the basic discrete Kalma n filter, a derivation. description and some discussion of the extende d Kalman filter. and a relatively simple (tangible) example wit h real numbers)
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