文件名称:vb-akf-demo
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针对线性高斯系统，采用共轭分布实现量测噪声未知情况下的状态估计和噪声方差辨识。(For linear Gaussian system, a conjugate distribution is adopted to estimate system state and identificate measurement noise variance.)
相关搜索： Kalman filter
量测噪声未知
(系统自动生成,下载前可以参看下载内容)
下载文件列表
| 文件名 | 大小 | 更新时间 |
|---|---|---|
| gauss_pdf.m | 1663 | 2011-08-12 |
| gauss_rnd.m | 942 | 2011-08-12 |
| imm_demo1.m | 2005 | 2011-08-12 |
| imm_demo2.m | 2714 | 2011-08-12 |
| imm_estimate.m | 1110 | 2011-08-12 |
| imm_predict.m | 3039 | 2011-08-12 |
| imm_update.m | 2347 | 2011-08-12 |
| kf_lhood.m | 1311 | 2011-08-12 |
| kf_predict.m | 1747 | 2011-08-12 |
| kf_smooth.m | 2093 | 2011-08-12 |
| kf_update.m | 2149 | 2011-08-12 |
| lti_disc.m | 1925 | 2011-08-12 |
| vbakf_demo1.m | 5219 | 2011-08-12 |
| vbakf_demo2.m | 2061 | 2011-08-12 |
| vbakf_demo3.m | 3492 | 2011-08-12 |
| vbakf_predict_1d.m | 1234 | 2011-08-12 |
| vbakf_predict_diag.m | 972 | 2011-08-12 |
| vbakf_update_1d.m | 1368 | 2011-08-12 |
| vbakf_update_diag.m | 1431 | 2011-08-12 |
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