卡尔曼平滑滤波代码matlab-Kalman-Filter:非常简单的离散卡尔曼滤波

# Kalman-Filter I made tutorial for my studies regarding kalman filtering. I attach good article related to kalman filtering algorithms. I ommit that most of my codes are inspired by under atushi. >https://gist.github.com/AtsushiSakai/5376850 # Algorithm summary * First, try to understand what is measurement models and kalman filter euqations. * I was inspired by Kalman filtering - Theory and practice using MATLAB  * We are using constant velocity model for predicting state matrix.  # Samples * Here, we show you example of radar tracking scenario when human is intruding into sensing area. * Ture values were compared with motion capture system wich has relatively small measurement error. # Result of distance filtering  * You can see that data got more smoother than discrete one. * You can find Q and R for specific numbers in code script data. # Error of distance filtering  * Error was almost same as raw. # result of velocity filtering  * The aim of this filter was to estimate velocity when obervation of distance is only avaliable. * Therefore, we set observation matrix H as [1 0]. # Error of velocity filtering  * Compared to raw data, it can be seen that variance of error got decreased. # Algorithm explained 1. State matrix model (SSM) * Firstly, think about car moving and the location of the car can be detected by use of GPS. * In this scenario, only the location of the car is known. * Throughout this example, estimating velocity by using discrete kalman filter is shown.