%%?Learning?the?Kalman?Filter:?a?Feedback?Perspective?
%?A?simulink?model?of?Kalman?filter?organized?as?a?feedback?control?system

%%?The?Kalman?Filter
%?For?a?linear?Gassian?process?with?input?u?output?z?and?internal?state?x
%
%?$$?x_k?=?Ax_{k-1}?+?Bu_{k-1}?+?\omega_{k-1}?\\?\omega_{k-1}?\sim?N（0Q）$$
%
%?$$?z_k?=?Cx_k?+?Du_k?+?\nu_k?\\?\nu_k?\sim?N（0R）$$
%
%?The?Kalman?filter?is?normally?represented?in?two?stages:?a?predict?stage
%
%?$$\mbox{（1）?predict?state:?}\hat?x_{k|k-1}?=?A\hat?x_{k-1|k-1}?+?Bu_{k-1}$$
%
%?$$\mbox{（2）?predict?covariance:?}P_{k|k-1}?=?AP_{k-1|k-1}A^T?+?Q$$
%
%?and?a?update?stage
%
%?$$\mbox{（3）?Innovation:?}\tilde?y_k?=?z_k??-?C\hat?x_{k|k-1}?-?Du_k$$
%
%?$$\mbox{（4）?Innovation?Covariance:?}S_k?=?CP_{k|k-1}C^T+R$$
%?
%?$$\mbox{（5）?Kal

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----

?????文件??????51063??2008-02-02?20:33??feedbackkf\feedbackkf.mdl

?????文件??????10737??2008-02-27?14:24??feedbackkf\feedbackviewKF.m

?????文件??????28171??2008-03-21?13:08??feedbackkf\html\feedbackKF.PNG

?????文件??????28573??2008-02-27?14:25??feedbackkf\html\feedbackviewKF.html

?????文件??????11428??2008-02-27?14:25??feedbackkf\html\feedbackviewKF_01.png

?????文件??????16210??2008-02-27?14:25??feedbackkf\html\feedbackviewKF_02.png

?????文件??????19985??2008-02-27?14:25??feedbackkf\html\feedbackviewKF_03.png

?????文件??????19975??2008-02-27?14:25??feedbackkf\html\feedbackviewKF_04.png

?????文件???????4644??2008-02-27?14:25??feedbackkf\html\feedbackviewKF_eq105662.png

?????文件???????4200??2008-02-27?14:25??feedbackkf\html\feedbackviewKF_eq120013.png

?????文件???????4788??2008-02-27?14:25??feedbackkf\html\feedbackviewKF_eq125477.png

?????文件???????1838??2008-02-27?14:25??feedbackkf\html\feedbackviewKF_eq13019.png

?????文件???????4377??2008-02-27?14:25??feedbackkf\html\feedbackviewKF_eq136047.png

?????文件???????5243??2008-02-27?14:25??feedbackkf\html\feedbackviewKF_eq152588.png

?????文件???????4098??2008-02-27?14:25??feedbackkf\html\feedbackviewKF_eq157956.png

?????文件???????4076??2008-02-27?14:25??feedbackkf\html\feedbackviewKF_eq39812.png

?????文件???????4099??2008-02-27?14:25??feedbackkf\html\feedbackviewKF_eq42551.png

?????文件???????2954??2008-02-27?14:25??feedbackkf\html\feedbackviewKF_eq47464.png

?????文件???????7669??2008-02-27?14:25??feedbackkf\html\feedbackviewKF_eq488660.png

?????文件???????4245??2008-02-27?14:25??feedbackkf\html\feedbackviewKF_eq53986.png

?????文件???????4050??2008-02-27?14:25??feedbackkf\html\feedbackviewKF_eq59295.png

?????文件???????3794??2008-02-27?14:25??feedbackkf\html\feedbackviewKF_eq62371.png

?????文件???????6119??2008-02-27?14:25??feedbackkf\html\feedbackviewKF_eq76971.png

?????文件???????4972??2008-02-27?14:25??feedbackkf\html\feedbackviewKF_eq77104.png

?????文件??????25635??2008-03-21?13:10??feedbackkf\html\KalmanLTI.PNG

?????文件??????40896??2008-02-05?17:45??feedbackkf\KalmanLTI.mdl

?????文件??????28286??2008-02-05?16:39??feedbackkf\KFgain.mdl

?????文件??????18202??2008-01-29?10:13??kf?simulink\html\runkalmanfilter.html

?????文件??????11428??2008-01-29?10:13??kf?simulink\html\runkalmanfilter_01.png

?????文件??????16210??2008-01-29?10:13??kf?simulink\html\runkalmanfilter_02.png

............此處省略16個文件信息