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1下载：
Kalman filter toolbox written by Kevin Murphy, 1998.
See http://www.ai.mit.edu/~murphyk/Software/kalman.html for details.
Installation
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1. Install KPMtools from http://www.ai.mit.edu/~murphyk/Software/KPMtools.html
3. Assu
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documentation for optimal filtering toolbox for mathematical software
package Matlab. The methods in the toolbox include Kalman filter, extended Kalman filter
and unscented Kalman filter for discrete time state space models. Also included in the
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Kalman filter toolbox for Matlab from
http://www.cs.ubc.ca/~murphyk/Software/Kalman/kalman.html
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extended卡尔曼滤波器是标准的非线性卡尔曼滤波器 本toolbox里包括了各种常用的extended卡尔曼滤波器-toolbox for extended kalman filter （EKF）
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自己用的Kalman滤波工具箱。包含52个m文件。绝对物有所值！-Own use of the Kalman filter toolbox. Containing 52 m files. Absolute value for money!
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卡尔曼滤波器工具箱，非常适合初学者学习卡尔曼滤波器，里面有比较详细地程序-Kalman Filter toolbox MATLAB
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EKFUKF工具箱,卡尔曼滤波工具箱，很不错的-EKFUKF toolbox, Kalman filter toolbox, very good
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包含大量的卡尔曼滤波，平滑，有小例子来学习，老外编的-Kalman filter toolbox written by Kevin Murphy, 1998.
See http://www.ai.mit.edu/~murphyk/Software/kalman.html for details.
Installation
1. Install KPMtools http://www.ai.mit.edu/~murphyk/Software/KPMtoo
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验证可用，各种kalman滤波器的设计，PLS部分最小二乘工具箱。- Verification is available, Various kalman filter design, PLS PLS toolbox.
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5.4.2 Kalman滤波器的设计
这一节将讨论如何使用控制系统工具箱进行Kalman滤波器的设计和仿真。 考虑下面的离散系统：
x［n+1］=Ax［n］+B(u［n］+w［n］) (5.9)
y［n］=Cx［n］ (5.10)
其中, w［n］是在输入端加入的高斯噪声。 状态矩阵参数分别为
A = ［1.1269-0.49400.1129
1.0000 0
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