kalmanfilter

代码说明：

说明：  一种改进的自适应滤波器的状态估计，效果非常之好,是用MATLAB编写的，直接在matlab下运行就可以看到完美的滤波效果，自适应算法是sage—husa算法，较传统的滤波器有很大提高(An improved adaptive filter state estimation, the effect is definitely a good thing, is to use MATLAB prepared directly in matlab run will be able to see the effect of a perfect filter, adaptive algorithm is sage-husa algorithm, a more traditional filter machine has greatly improved)

文件列表：

arma21.m
Sage_HusaKF.m