kalman filter.mw

maple写的基本kalman算法

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<Text-field style="Heading 1" layout="Heading 1"><Font encoding="UTF-8">The Discrete Kalman Filter Algorithm\357\274\232\347\246\273\346\225\243\345\215\241\345\260\224\346\233\274\346\273\244\346\263\242</Font></Text-field></Title><Presentation-Block>
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<Text-field style="Text" layout="Normal">The Kalman filter estimates a process by using a form of feedback control: the filter estimates the process state at some time and then obtains feedback in the form of measurements.</Text-field>
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<Text-field style="Text" layout="Normal">The equations for the Kalman filter fall into two groups: </Text-field>
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<Text-field style="Text" layout="Normal" alignment="centred">Time update equations (forward) and measurement update equations (backward).</Text-field>
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