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John-Wiley-a-Sons---Kalman-Filtering-Theory-And-P
... a solid introduction to the theoretical and practical aspects of Kalman filtering. It has been updated with the latest developments ... in MATLAB, giving readers the opportunity to discover how the Kalman filter works in action and to consider the practical ...
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Kalman.zip
Kalman比较全面的matlab程序,包括AR模型,带平滑技术的各源代码,还有算例。
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kalman.zip
kalman一维滤波,采用两点差分法确定初始值,并仿真出不同初值情况下的估计效果
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