kalman-filter-simulation-tools
所属分类：matlab编程
开发工具：matlab
文件大小：238KB
下载次数：46
上传日期：2007-05-24 21:18:33
上 传 者：
syqq
说明： In 1960, R.E. Kalman published his famous paper describing a recursive solution to the discretedata
linear filtering problem [Kalman60]. Since that time, due in large part to advances in digital
computing, the
Kalman filter
has been the subject of extensive research and application,
particularly in the area of autonomous or assisted navigation. A very “friendly” introduction to the
general idea of the Kalman filter can be found in Chapter 1 of [Maybeck79], while a more complete
introductory discussion can be found in [Sorenson70], which also contains some interesting
historical narrative.
(In 1960, R. E. Kalman published his famous paper describ ing a recursive solution to the discretedata li near filtering problem [Kalman60]. Since that time, due in large part to advances in digital computi Vi, the Kalman filter has been the subject of extens ive research and application. particularly in the area of autonomous or assis ted navigation. A very "friendly" introductio n to the general idea of the Kalman filter can be f ound in Chapter 1 of [Maybeck79] while a more complete introductory discussion can be found in [Sorenson70] which also contains some interesting historic al narrative.)
文件列表:
kalman滤波工具箱 (0, 2005-10-17)
kalman滤波工具箱\KalmanAll (0, 2005-10-17)
kalman滤波工具箱\KalmanAll\Kalman (0, 2005-10-17)
kalman滤波工具箱\KalmanAll\Kalman\AR_to_SS.m (1107, 2002-05-29)
kalman滤波工具箱\KalmanAll\Kalman\convert_to_lagged_form.m (425, 2002-05-29)
kalman滤波工具箱\KalmanAll\Kalman\ensure_AR.m (354, 2002-05-29)
kalman滤波工具箱\KalmanAll\Kalman\eval_AR_perf.m (1045, 2002-05-29)
kalman滤波工具箱\KalmanAll\Kalman\kalman_filter.m (2899, 2002-05-29)
kalman滤波工具箱\KalmanAll\Kalman\kalman_forward_backward.m (2392, 2002-11-01)
kalman滤波工具箱\KalmanAll\Kalman\kalman_smoother.m (1584, 2002-05-29)
kalman滤波工具箱\KalmanAll\Kalman\kalman_update.m (1840, 2002-05-29)
kalman滤波工具箱\KalmanAll\Kalman\learning_demo.m (1022, 2002-10-23)
kalman滤波工具箱\KalmanAll\Kalman\learn_AR.m (819, 2002-05-29)
kalman滤波工具箱\KalmanAll\Kalman\learn_AR_diagonal.m (687, 2002-05-29)
kalman滤波工具箱\KalmanAll\Kalman\learn_kalman.m (5498, 2002-05-29)
kalman滤波工具箱\KalmanAll\Kalman\sample_lds.m (1797, 2003-01-24)
kalman滤波工具箱\KalmanAll\Kalman\smooth_update.m (1199, 2002-05-29)
kalman滤波工具箱\KalmanAll\Kalman\SS_to_AR.m (579, 2002-05-29)
kalman滤波工具箱\KalmanAll\Kalman\testKalman.m (28, 2005-06-08)
kalman滤波工具箱\KalmanAll\Kalman\tracking_demo.m (1960, 2003-01-18)
kalman滤波工具箱\KalmanAll\KPMstats (0, 2005-10-17)
kalman滤波工具箱\KalmanAll\KPMstats\#histCmpChi2.m# (267, 2005-05-03)
kalman滤波工具箱\KalmanAll\KPMstats\beta_sample.m (1955, 2005-04-25)
kalman滤波工具箱\KalmanAll\KPMstats\chisquared_histo.m (199, 2005-04-25)
kalman滤波工具箱\KalmanAll\KPMstats\chisquared_prob.m (1326, 2005-04-25)
kalman滤波工具箱\KalmanAll\KPMstats\chisquared_table.m (2127, 2005-04-25)
kalman滤波工具箱\KalmanAll\KPMstats\clg_Mstep.m (5884, 2005-04-25)
kalman滤波工具箱\KalmanAll\KPMstats\clg_Mstep_simple.m (1463, 2005-04-25)
kalman滤波工具箱\KalmanAll\KPMstats\clg_prob.m (421, 2005-04-25)
kalman滤波工具箱\KalmanAll\KPMstats\condGaussToJoint.m (646, 2005-04-25)
kalman滤波工具箱\KalmanAll\KPMstats\condgaussTrainObserved.m (908, 2005-04-25)
kalman滤波工具箱\KalmanAll\KPMstats\condgauss_sample.m (351, 2005-04-25)
kalman滤波工具箱\KalmanAll\KPMstats\cond_indep_fisher_z.m (3789, 2005-04-25)
kalman滤波工具箱\KalmanAll\KPMstats\convertBinaryLabels.m (101, 2005-04-25)
kalman滤波工具箱\KalmanAll\KPMstats\cwr_demo.m (3513, 2005-04-25)
kalman滤波工具箱\KalmanAll\KPMstats\cwr_em.m (4912, 2005-04-25)
kalman滤波工具箱\KalmanAll\KPMstats\cwr_predict.m (1677, 2005-04-25)
... ...
Kalman filter toolbox written by Kevin Murphy, 19***.
See http://www.ai.mit.edu/~murphyk/Software/kalman.html for details.
Installation
------------
1. Install KPMtools from http://www.ai.mit.edu/~murphyk/Software/KPMtools.html
3. Assuming you installed all these files in your matlab directory, In Matlab type
addpath matlab/KPMtools
addpath matlab/Kalman
Demos
-----
See tracking_demo.m for a demo of 2D tracking.
See learning_demo.m for a demo of parameter estimation using EM.
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