KALMAN filter for linear time invariant estimation

基于IMM多模型结构的带自适应渐消因子及衰减因子的无忌卡尔曼滤波器。 适用于非线性、模型不准确、噪声不确定情况下滤波-IMM multi-band adaptive model structure based on fading factor and the attenuation factor of the wild and the Kalman filter. Applies to non-linear model is not accurate, noise filtering unc

State Space/ Kalman Filter Toolbox,Author: Marcelo Perlin / (PhD Student) / ICMA – Reading University,This toolbox was designed to simulate and fit linear state space models with the kalman filter approach. The main literature I used for this parti