卡尔曼滤波 Resources

Showing items tagged with "卡尔曼滤波"

The Kalman filter is a highly efficient recursive filter (autoregressive filter) capable of estimating the state of dynamic systems from a series of incomplete and noisy measurements. Named after its inventor Rudolf E. Kalman, this filtering method was originally designed for Gaussian-distributed systems. Later scholars developed various improvements, including the Extended Kalman Filter (EKF) which extends applicability to time-nonlinear dynamic systems through first-order Taylor series linearization.

MATLAB 276 views Tagged

This graduate thesis project implements satellite positioning technology using Particle Filter (PF) and Kalman Filter (KF) methods. The attachment includes complete MATLAB implementations for wireless channel estimation and equalization, Time Difference of Arrival (TDOA) ranging, and Interacting Multiple Model-Kalman Filter (IMM-KF) algorithms. The code features practical implementations of Bayesian filtering techniques and statistical signal processing, providing valuable resources for developers working on wireless positioning systems. Exclusive contribution to the research community.

MATLAB 206 views Tagged