资 源 简 介
matlab 实现的卡尔曼滤波工具箱,,实现ARMA到状态空间模型的转化，平滑滤波估计等功能。
Kalman filter toolbox written by Kevin Murphy, 1998. See http://www.ai.mit.edu/~murphyk/Software/kalman.html for details. Installation ------------ 1. Install KPMtools from http://www.ai.mit.edu/~murphyk/Software/KPMtools.html 3. Assuming you installed all these files in your matlab directory, In Matlab type addpath matlab/KPMtools addpath matlab/Kalman Demos ----- See tracking_demo.m for a demo of 2D tracking. See learning_demo.m for a demo of parameter estimation using EM. -Kalman filter toolbox written by Kevin Murphy, 1998. See http://www.ai.mit.edu/ ~ murphyk/Software/kalman.html for details. Installation------------ 1. Install KPMtools from http://www.ai.mit.edu/ ~ murphyk/Software/KPMtools.html 3. Assuming you installed all these files in your matlab directory, In Matlab type addpath matlab/KPMtools addpath matlab/Kalman Demos---- See tracking_demo.m for a demo of 2D tracking. See learning_demo.m for a demo of pa
