资 源 简 介
%卡尔曼滤波原理
% x = Ax + Bu + w meaning the state vector x evolves during one time
% step by premultiplying by the "state transition
% matrix" A. There is optionally (if nonzero) an input
% vector u which affects the state linearly, and this
% linear effect on the state is represented by
% premultiplying by the "input matrix" B. There is also
% gaussian process noise w.
% z = Hx + v meaning the observation vector z is a linear function
% of
