The state space model is nonlinear and is input to the function along with the current measurement. The function performs the extended Kalman filter update and returns the estimated next state and error covariance MATLAB 7.6 (R2008a)

该程序基于MATLAB平台编写，实现了GPS/INS基于位置松组合的卡拉曼滤波算法，分为两部分，GPS_INS.m为组合算法主文件，输入捷联惯导平台实测数据，设置各量测噪声参数，在调用卡尔曼滤波函数进行数据融合校正，最后实现绘图功能；kalman_GPS_INS.m 为卡拉曼滤波程序，输入量测误差以及各噪声参数可得位置和速度估计值。(The program is based on MATLAB platform, and realizes the Kalman filtering algori