贝叶斯卡尔曼滤波器的实现。通过卡尔曼滤波可以将信号中的噪声去除，提取原信号。即具有还原信号的功能。-kfdemo.m is a Matlab scr ipt file to run a demonstration of the

Bayesian Kalman filter.　It loads file kfdemo.mat (saved as version 4

so that it will read in either v4 or v5 Matlab).



The other files are called by kf.m (the Kalman filter) or included

as they may be useful.　Normalis.m normalises data to zero-mean,

unit variance along components.　I always do this before any further

analysis.