function?[xhat?PP]=kalman_cv（abcy...
????xhat...
????RQ...
????PP）


%y?=?c?*?x?+?MeasNoise;
%?Extrapolate?the?most?recent?state?estimate?to?the?present?time.
xhat_?=?a?*?xhat;
PP_?=?a?*?PP?*?a‘?+?b?*?Q?*?b‘;?????????????????????????????????????
%?Form?the?Innovation?vector.
K?=?PP_?*?c‘?*?inv（c?*?PP_?*?c‘+?R）;
%?Update?the?state?estimate.
xhat?=?xhat_?+?K?*?（?y?-?c?*?xhat_）;
PP?=?PP_-?K?*?c?*PP_;?????

?屬性????????????大小?????日期????時(shí)間???名稱
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?????文件????????426??2014-12-24?14:40??kalman_cv.m

?????文件???????2556??2014-12-24?14:40??main_cv.m

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?????????????????2982????????????????????2