卡尔曼滤波程序： kalman filtering-load initial_track　s　　y:initial data,s:data with noise

T=0.1



　yp denotes the sample value of position

　yv denotes the sample value of velocity

　Y=[yp(n) yv(n)]

　error deviation caused by the random acceleration

　known data

Y=zeros(2,200)

Y0=[0 1]

Y(:,1)=Y0

A=[1 T

　　0 1]　　　　　

B=[1/2*(T)^2 T]　

H=[1 0]



C0=[0 0

　　0 1]

C=[C0 zeros(2,2*199)]

Q=(0.25)^2　

R=(0.25)^2