卡尔曼滤波浅述
An Exposition of Kalman Filtering
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摘要: 本文用浅显易懂的方式说明了什么是滤波以及它的理论和方法.叙述了古典的维纳滤波与现代的卡尔曼滤波的异同.主要介绍的是卡尔曼滤波的内容,用实际例子说明这种滤波的基本思想和方法.(不作一般公式的推导,这些可在一般书中查到.)Abstract: This paper is intended to explain funda mentals,theory and techniques of Kalmanfiltering as well as differences and similarities between classical Weiner's and modern Kalman filtering.A practical example has been given,with emphasis placed ontechniques and basic ideas of Kalman filtering.