用MATLAB实现的卡尔曼滤波，根据有用信号和干扰噪声的统计特性（自相关函数或功率谱），以线性最小均方误差（MSE），能最大程度的滤除干扰噪声，提取有用信号。-Kalman filter using MATLAB, based on the statistical properties of the useful signal and interference noise (autocorrelation function or power spectrum), linear minimum m

matlab用设计一个信号发生器,并同时画出信号的时域表示，自相关函数及功率谱。白噪声,单位冲激信号,正弦信号,方波信号,三角波信号-matlab design with a signal generator, and at the same time draw time-domain signal representation, the autocorrelation function and power spectrum. White noise, unit impulse signal,