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卡尔曼滤波

This program is offered as is.  It was written by Martin Murillo at
Idaho State University -  College of Engineering.

This program adds white noise to a system and filters it through a
standard Kalman filter.  The 'real' states, as well as the 'filtered'
states are calculated and graphed. 
This profram is useful to see the consequences of changing different
paramenters of a system (i.e., Q, Phi, initial conditions, etc)

Please keep this file with the program.
For examples and additional information point to:
http://riccati.isu.edu/kalman/kalman.html

Hints:
* Set your calculator to radians
* For reasonable approximation, set the decimal places to 4 (FIX)
* If you already have the covariance Q and/or the transition matrix, 
  intert them into "Q" and "PHI" just before running "SIM->"
* A reasonalbe "KMAX" is about 30
* The "PPAR" that comes with the program should be present at all times
* All parameters (i.e, F, G, etc) should be written in matrix form [[]]

Comments?
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