卡尔曼滤波器程序分析
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首先可以参考一个较为优质的 文档<-点击文档进行下载，以了解卡尔曼滤波器的相关内容。
例如，以下是一个利用卡尔曼滤波器对温度进行估计的MATLAB程序示例。
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%日 期： 2015.9.22
%程序功能： 使用卡尔曼滤波器估计温度
%程序变量描述 ：X(k) 系统状态变量
% A 系统矩阵
% w 噪声
% Z(k) 观测值
% H 观测矩阵
% P(k) 协方差
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
clear
N=200;
A=1;
X(1)=1; %最优估计 初始值
w=0;
P(1)=10; %协方差 初始值全部评论 (0)
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