Kevin Murphy《Kalman filter toolbox》(卡曼滤波工具箱)

dynamic

   

What is a Kalman filter?

A Linear Dynamical System is a partially observed stochastic process with linear dynamics and linear observations, both subject to Gaussian noise. It can be defined as follows, where X(t) is the hidden state at time t, and Y(t) is the observation.

   x(t+1) = F*x(t) + w(t),  w ~ N(0, Q),  x(0) ~ N(X(0), V(0))
   y(t)   = H*x(t) + v(t),  v ~ N(0, R)

The Kalman filter is an algorithm for performing filtering on this model, i.e., computing P(X(t) | Y(1), ..., Y(t)).
The Rauch-Tung-Striebel (RTS) algorithm performs fixed-interval offline smoothing, i.e., computing P(X(t) | Y(1), ..., Y(T)), for t <= T.


获取更多信息或工具箱最新版本，请点击下面的连接

游客，如果您要查看本帖隐藏内容请回复

billion

好东西要大家分享啊，谢谢啦

yezhuzhiwang

ddddddddddddddddddddddd

wtt624

DDDDDDDDDDDDDDDDDDDD

yaoleibjfu

好东西 一起下。。。哈哈哈哈哈哈哈

guigui

很想要这个代码,但是却没有贝壳,这样的网站太不爽了,谁能给我一个这样的工具箱啊?

chengmingwen

好东西，大家一起分享

hyg0722

学习下子，感谢帮主咯

lbin117

好东东，为什么不能免费

chengsencs

好东西！谢谢楼主分享！！