STKalman 强跟踪滤波器的MATLAB函数文件

强跟踪滤波器的MATLAB函数文件，可直接调用，可移植性很好

%% % 编写人：zhang      时间： 4/10/2014

%                       多重参数次优强跟踪kalan滤波算法
%STKALMAN   standard discrete-time Kalman filter for the following system:
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%         plant equation:      x（k） = F（k-1）*x（k-1） + G（k-1）*A + Gama（k-1）v（k）     %
%         measurment equation: z（k） = H（k）*x（k）     + I（k）*w（k）                    %
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%
% This is one cycle of the algorithm.  F G H and I need not be constant. 
% For example they can be time varying and state dependent.
% flag 是当前kalman滤波的循环次数
%% 函数程序

function [xkkPkkxkk_1Pkk_1SkWkzkk_1nukVk]=STKalman（xk_1k_1Pk_1k_1...
zkQk_1Rk_1vmk_1wmkFk_1Gk_1HkIkA

 属性            大小     日期    时间   名称
----------- ---------  ---------- -----  ----
     文件        2625  2014-05-04 10:31  STKalman.m