中文说明:卡尔曼滤波的一个简单实现,通过Matlab语言进行编写。可用来滤除一维噪声,服从高斯分布或是均匀分布或是指数分布等均可。
English Description:
A simple implementation of Kalman filter is written by MATLAB language. It can be used to filter one-dimensional noise, which can obey Gaussian distribution, uniform distribution or exponential distribution.