各种卡尔曼滤波器示例程序

最全的滤波器程序。gravdragdemo.m % Andy Ganse, Applied Physics Laboratory, Univ of WA, 2006. % aganse@apl.washington.edu, http://staff.washington.edu/aganse % % A demo of basic nonlinear tracking examples 6.1-2 & 6.1-3 from the % classic text, "Applied Optimal Estimation", editted by Gelb, 1974, % for plotting and comparing the following recursive filters & smoothers: % - Kalman Filter (KF), % - Kalman Smoother (KS), % - Linearized Kalman Filter (LKF), % - Extended Kalman Filter (EKF), % - 2nd order EKF (EKF2)