kalman.txt

kalman估值器,为了简洁未使用矩阵计算,应用了kalman滤波,c语言实现

The program implements a stochastic filter known as a Kalman Estimator for "Estimating a Constant " problem. The program implements a Kalman estimator for "Estimating a constant problem.". It simulates a measuring process where the measured data is corrupted by white gaussian noise. It uses no matrix manipulations to maintain simplicity. It ouputs the corrupt input and the filtered ouput into different files for plotting.