用Matlab来实现Kalman滤波器,此种可用于卫星导航系统，还可用于其它对踊跃比较严格的场合-using Matlab to achieve Kalman filter can be used for such a satellite navigation system can be used for other more enthusiastic strict occasions! !

在matlab中对时间序列进行AR建模后采用卡尔曼滤波对比预测和实际的差别。应用于嵌入式实时信号处理-Using the difference between the predicted and actual comparison of the Kalman filter AR modeling of time series.