#?-*-?coding=utf-8?-*-
#?Kalman?filter?example?demo?in?Python

#?A?Python?implementation?of?the?example?given?in?pages?11-15?of?“An
#?Introduction?to?the?Kalman?Filter“?by?Greg?Welch?and?Gary?Bishop
#?University?of?North?Carolina?at?Chapel?Hill?Department?of?Computer
#?Science?TR?95-041
#?http://www.cs.unc.edu/~welch/kalman/kalmanIntro.html

#?by?Andrew?D.?Straw
#coding:utf-8
import?numpy
import?pylab

#這里是假設(shè)A=1，H=1的情況

#?intial?parameters
n_iter?=?50
sz?=?（n_iter）?#?size?of?array
x?=?-0.37727?#?truth?value?（typo?in?example?at?top?of?p.?13?calls?this?z）
z?=?numpy.random.normal（x0.1size=sz）?#?observations?（normal?about?x?sigma=0.1）

Q?=?1e-5?#?process?variance

#?allocate?space?for?arrays
xhat=numpy.zeros（sz）??????#?a?posteri?estimate?of?x
P=numpy.zeros（sz）?????????#?a?posteri?error

?屬性????????????大小?????日期????時(shí)間???名稱(chēng)
-----------?---------??----------?-----??----
?????目錄???????????0??2019-05-08?09:27??KalmanFilter\
?????文件????????2088??2018-01-17?23:39??KalmanFilter\KalmanFilter.py
?????文件??????????47??2019-05-08?09:27??KalmanFilter\text.txt