卡尔曼滤波的使用范围: 该系统要有如下关系: 计算步骤: PART0:INI PART1:Time update 迭代的目标:从X(K-1)+ 求得X(K) + 因此,先有X(K-1)+,已知F,G。得到X(K) -。再由K(k),y(k) 求得X(K)...
import pandas as pd import matplotlib.pyplot as plt import math from scipy import linalg as lg import numpy as np F = np.array([[1, 1], [0, 1]]) H = np.array([[0.9, 0], [0, 1....