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1下载：
Kalman filter toolbox written by Kevin Murphy, 1998.
See http://www.ai.mit.edu/~murphyk/Software/kalman.html for details.
Installation
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1. Install KPMtools from http://www.ai.mit.edu/~murphyk/Software/KPMtools.html
3. Assu
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This is a simple demo of a Kalman filter for a sinus wave, it is very commented and is a good approach to start when learning the capabilities of it.
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卡尔曼滤波器的演示程序 可以运行的 仅仅是演示-Kalman filter demo program can run only a demo
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Kalman Filter Demo in Csharp
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包含大量的卡尔曼滤波，平滑，有小例子来学习，老外编的-Kalman filter toolbox written by Kevin Murphy, 1998.
See http://www.ai.mit.edu/~murphyk/Software/kalman.html for details.
Installation
1. Install KPMtools http://www.ai.mit.edu/~murphyk/Software/KPMtoo
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针对线性高斯系统，采用共轭分布实现量测噪声未知情况下的状态估计和噪声方差辨识。(For linear Gaussian system, a conjugate distribution is adopted to estimate system state and identificate measurement noise variance.)
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