sovfilt.m

卡尔曼滤波器设计的一个例子

% y = sovfilt(h,x,L1,L2)
%    Returns the response of the nonlinear second 
%    order Volterra filter h when the signal x is 
%    applied at the filter input. L1 is the memory 
%    length of the linear part of h, and L2 is the 
%    memory length of the nonlinear part.

%       Author : John Garas PhD.
%       Version 2.1, Release October 2002.
%       Copyright (c) DSP ALGORITHMS 2000-2002.