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Kalman 滤波和平滑工具箱,包括了 Kalman 滤波和平滑 EKF 和 平滑 CKF 和平滑 UKF 和平滑 GHQF 和平滑 IMM 滤波和平滑-EKF/UKF is an optimal filtering toolbox for Matlab. Optimal filtering is a frequently used term for a process, in which the state of a dynamic system is estimated through noisy and indirect measurements. This toolbox mainly consists of Kalman filters and smoothers, which are the most common methods used in stochastic state-space estimation. The purpose of the toolbox is not to provide highly optimized software package, but instead to provide a simple framework for building proof-of-concept implementations of optimal filters and smoothers to be used in practical applications. Including: 1. Kalman filters and smoothers 2. Extended Kalman filters and smoothers 3. Unscented Kalman filters and smoothers 4. Gauss-Hermite Kalman filters and smoothers 5. Cubature Kalman filters and smoothers 6. Interacting Multiple Model (IMM) filters and smoothers
Date : 2025-12-25 Size : 147kb User : yinchao
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