When the input generated by the random white noise signal, the desired output and actual output of the RMS error to a minimum between the linear system. A kind of state variables of the linear minimum variance recursive estimation method.

kalman滤波\kalman\Debug\kalman.bsc
..........\......\.....\kalman.exe
..........\......\.....\kalman.ilk
..........\......\.....\kalman.obj
..........\......\.....\kalman.pch
..........\......\.....\kalman.pdb
..........\......\.....\kalman.sbr
..........\......\.....\vc60.idb
..........\......\.....\vc60.pdb
..........\......\kalman.cpp
..........\......\kalman.dsp
..........\......\kalman.dsw
..........\......\kalman.ncb
..........\......\kalman.opt
..........\......\kalman.plg
..........\......\Makefile
..........\meanshift+kalman\Debug\meanshift.bsc
..........\................\.....\meanshift.ilk
..........\................\.....\meanshift.obj
..........\................\.....\meanshift.pch
..........\................\.....\meanshift.pdb
..........\................\.....\meanshift.res
..........\................\.....\meanshift.sbr
..........\................\.....\StdAfx.obj
..........\................\.....\StdAfx.sbr
..........\................\.....\vc60.idb
..........\................\.....\vc60.pdb
..........\................\meanshift.aps
..........\................\meanshift.clw
..........\................\meanshift.cpp
..........\................\meanshift.cpp.bak
..........\................\meanshift.dsp
..........\................\meanshift.dsw
..........\................\meanshift.h
..........\................\meanshift.ncb
..........\................\meanshift.opt
..........\................\meanshift.plg
..........\................\meanshift.rc
..........\................\ReadMe.txt
..........\................\Resource.h
..........\................\StdAfx.cpp
..........\................\StdAfx.h
..........\kalman\Debug
..........\meanshift+kalman\Debug
..........\kalman
..........\meanshift+kalman
kalman滤波

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