Iterated Extended Kalman Filter 迭代扩展卡尔曼滤波（IEKF）算法: an improvement of extended kalman filtering

一个卡尔曼滤波的简单例子，可以看出滤波数据和原始数据的差异。-A simple example of kalman filtering, we can see the difference between the fitering data and original data

一个matlab实现卡尔曼滤波的程序,希望能够给大家提供帮助 很好的-Kalman filtering is a matlab program, hoping to help give you very good

利用Kalman滤波对CV目标进行跟踪仿真，并进行性能分析(Kalman filter is used to track the CV target, and the performance is analyzed)

扩展卡尔曼滤波算法C语言实现：实现对二维状态变量的预测及跟踪。包括卡尔曼滤波初始化函数，负责初始化状态变量的值，过程噪声，测量噪声，以及状态转移矩阵。 卡尔曼滤波函数负责对状态变量进行迭代滤波，整个过程包括状态预测，协方差预测，测量预测，计算卡尔曼增益，状态量更新，协方差更新。(To realize the prediction and tracking of two dimensional state variables. It includes the initialization func