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kalman-filter-simulation-tools.rar
... time, due in large part to advances in digital
computing, the
Kalman filter
has been the subject of extensive research and application, ... . A very “friendly” introduction to the
general idea of the Kalman filter can be found in Chapter 1 of [Maybeck79], ...
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extended-kalman-filter.zip
The state space model is nonlinear and is input to the function along with the current measurement. The function performs the extended Kalman filter update and returns the estimated next state and error covariance
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An-Introduction-To-The-Kalman-Filter.rar
... and other useful information, including a new
Java-based Kalman Filter Learning Tool are available at
http://www.cs ... even some software.
http://www.cs.unc.edu/~welch/kalman/
We expect that you (the reader) have a ...
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