Kalman filter algorithm implemented in C Optimal linear filtering theory originated in the 1940s, American scientists Wiener and the former Soviet Union scientists Kолмогоров research, and their descendants are collectively referred to as Wiener filtering theory. In theory, the biggest drawback of the Wiener filter is needed for unlimited data, does not apply to real-time processing. To overcome this shortcoming, in the 1960s, Kalman state space model of the introduction of filtering theory, and a recursive estimation algorithm is derived, later known as the Kalman filter theory. Kalman filter based on minimum mean square error of the estimated best practices, to seek a recursive estimation algorithm, the basic idea is: the state space model of signal and noise, the first time to estimate and the present moment the observed values ​ ​ to update the estimated state variables, find the estimated value of the moment. It is suitable for real-time processing and computing.

C.doc

• We are an exchange download platform that only provides communication channels. The downloaded content comes from the internet. Except for download issues, please Google on your own.
• The downloaded content is provided for members to upload. If it unintentionally infringes on your copyright, please contact us.
• Please use Winrar for decompression tools
• If download fail, Try it againg or Feedback to us.
• If downloaded content did not match the introduction, Feedback to us，Confirm and will be refund.
• Before downloading, you can inquire through the uploaded person information

Nothing．