矩阵分析的书其一些基本理论，是学习矩阵分析常用的书籍-Matrix Alfebra,theory,Computations,and applications in statistics,James E Gentle

This file compares three different versions of the Kalman filter. The Kalman filter is used for recursive parameter estimation. The Kalman filter can handle noisy measurements. The first implemented filter (fcn_KF) is the Kalman filter with