This theory is expressed in the time domain. The basic concept is: on the basis of the state space representation of linear system, the optimal estimation of system state is obtained from output and input observation data. The state of the system described here is a set of minimum parameters for all the past inputs and disturbances of the system to be summed up, knowing that the state of the system can be used to determine the whole behavior of the system with the disturbance of future input and system.

Filename	Size	Update
卡尔曼作业第三次-史子纬	0	2017-10-26
卡尔曼作业第三次-史子纬\19-史子纬-作业3.docx	122352	2017-10-25
卡尔曼作业第三次-史子纬\kalman_1.m	3212	2017-10-25
卡尔曼作业第三次-史子纬\kalman_2.m	5826	2017-10-25
卡尔曼作业第三次-史子纬\kalman_function_f.m	361	2017-10-25
卡尔曼作业第三次-史子纬\kalman_function_UD.m	637	2017-10-25
卡尔曼作业第三次-史子纬\UDKF.m	1231	2017-10-24
卡尔曼作业第三次-史子纬\udut.m	381	2017-10-23

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